Automatic Differentiation
stan::math Namespace Reference

Detailed Description

Matrices and templated mathematical functions.

Templated probability distributions. All paramaterizations are based on Bayesian Data Analysis. Function gradients via reverse-mode automatic differentiation.

Namespaces

 internal
 
 opencl
 
 opencl_kernels
 

Classes

class  accumulator
 Class to accumulate values and eventually return their sum. More...
 
struct  acos_fun
 Structure to wrap acos() so it can be vectorized. More...
 
struct  acosh_fun
 Structure to wrap acosh() so it can be vectorized. More...
 
struct  ad_promotable
 If the type From can be converted to To using implicit conversions, or both From and To are possibly cv-qualified void), provides the member constant value equal to true. More...
 
class  ad_tape_observer
 TBB observer object which is a callback hook called whenever the TBB scheduler adds a new thread to the TBB managed threadpool. More...
 
struct  adj_jac_vari
 adj_jac_vari interfaces a user supplied functor with the reverse mode autodiff. More...
 
struct  algebra_solver_vari
 The vari class for the algebraic solver. More...
 
struct  append_return_type
 This template metaprogram is used to compute the return type for append_array. More...
 
struct  append_return_type< Eigen::Matrix< T1, R, C >, Eigen::Matrix< T2, R, C > >
 This template metaprogram is used to compute the return type for append_array.
 
struct  append_return_type< int, int >
 This template metaprogram is used to compute the return type for append_array. More...
 
struct  append_return_type< std::vector< T1 >, std::vector< T2 > >
 This template metaprogram is used to compute the return type for append_array.
 
struct  apply_scalar_unary
 Base template class for vectorization of unary scalar functions defined by a template class F to a scalar, standard library vector, or Eigen dense matrix expression template. More...
 
struct  apply_scalar_unary< F, double >
 Template specialization for vectorized functions applying to double arguments. More...
 
struct  apply_scalar_unary< F, fvar< T > >
 Template specialization to fvar for vectorizing a unary scalar function. More...
 
struct  apply_scalar_unary< F, int >
 Template specialization for vectorized functions applying to integer arguments. More...
 
struct  apply_scalar_unary< F, std::vector< T > >
 Template specialization for vectorized functions applying to standard vector containers.
 
struct  apply_scalar_unary< F, T, require_eigen_t< T > >
 Template specialization for vectorized functions applying to Eigen matrix arguments. More...
 
struct  apply_scalar_unary< F, var >
 Template specialization to var for vectorizing a unary scalar function. More...
 
struct  apply_vector_unary
 
struct  apply_vector_unary< T, require_eigen_t< T > >
 Base template class for vectorization of unary vector functions defined by applying a functor to a standard library vector, Eigen dense matrix expression template, or container of these. More...
 
struct  apply_vector_unary< T, require_std_vector_vt< is_container, T > >
 Specialisation for use with nested containers (std::vectors). More...
 
struct  apply_vector_unary< T, require_std_vector_vt< is_stan_scalar, T > >
 Specialisation for use with (non-nested) std::vectors. More...
 
class  array_builder
 Structure for building up arrays in an expression (rather than in statements) using an argument-chaining add() method and a getter method array() to return the result. More...
 
struct  asin_fun
 Structure to wrap asin() so it can be vectorized. More...
 
struct  asinh_fun
 Structure to wrap asinh() so it can be vectorized. More...
 
struct  atan_fun
 Structure to wrap atan() so it can be vectorized. More...
 
struct  atanh_fun
 Structure to wrap atanh() so it can be vectorized. More...
 
struct  AutodiffStackSingleton
 This struct always provides access to the autodiff stack using the singleton pattern. More...
 
class  binary_operation
 Represents a binary operation in kernel generator expressions. More...
 
class  block_
 Represents submatrix block in kernel generator expressions. More...
 
struct  cbrt_fun
 Structure to wrap cbrt() so it can be vectorized. More...
 
struct  ceil_fun
 Structure to wrap ceil() so it can be vectorized. More...
 
class  chainable_alloc
 A chainable_alloc is an object which is constructed and destructed normally but the memory lifespan is managed along with the arena allocator for the gradient calculation. More...
 
struct  child_type
 Primary template class for metaprogram to compute child type of T. More...
 
struct  child_type< T_struct< T_child > >
 Specialization for template classes / structs. More...
 
class  cholesky_block
 
class  cholesky_opencl
 
class  cholesky_scalar
 
struct  common_type
 Struct which calculates type promotion given two types. More...
 
struct  common_type< Eigen::Matrix< T1, R, C >, Eigen::Matrix< T2, R, C > >
 Struct which calculates type promotion over two types.
 
struct  common_type< std::vector< T1 >, std::vector< T2 > >
 Struct which calculates type promotion over two types.
 
struct  conjunction
 Extends std::true_type when instantiated with zero or more template parameters, all of which extend the std::true_type. More...
 
struct  conjunction< T, Ts... >
 
struct  cos_fun
 Structure to wrap cos() so it can be vectorized. More...
 
struct  cosh_fun
 Structure to wrap cosh() so it can be vectorized. More...
 
struct  coupled_ode_observer
 Observer for the coupled states. More...
 
struct  coupled_ode_system
 The coupled_ode_system represents the coupled ode system, which is the base ode and the sensitivities of the base ode (derivatives with respect to the parameters of the base ode). More...
 
class  coupled_ode_system< F, double, double >
 coupled_ode_system specialization for for known initial values and known parameters. More...
 
struct  coupled_ode_system< F, double, var >
 The coupled_ode_system template specialization for known initial values and unknown parameters. More...
 
struct  coupled_ode_system< F, var, double >
 The coupled_ode_system template specialization for unknown initial values and known parameters. More...
 
struct  coupled_ode_system< F, var, var >
 The coupled_ode_system template specialization for unknown initial values and unknown parameters. More...
 
class  cov_exp_quad_vari
 
class  cov_exp_quad_vari< T_x, double, T_l >
 
class  cvodes_integrator
 Integrator interface for CVODES' ODE solvers (Adams & BDF methods). More...
 
class  cvodes_ode_data
 CVODES ode data holder object which is used during CVODES integration for CVODES callbacks. More...
 
struct  digamma_fun
 Structure to wrap digamma() so it can be vectorized. More...
 
struct  disjunction
 Extends std::false_type when instantiated with zero or more template parameters, all of which extend the std::false_type. More...
 
struct  disjunction< Cond, Conds... >
 
struct  erf_fun
 Structure to wrap erf() so it can be vectorized. More...
 
struct  erfc_fun
 Structure to wrap erfc() so that it can be vectorized. More...
 
struct  exp2_fun
 Structure to wrap exp2() so it can be vectorized. More...
 
struct  exp_fun
 Structure to wrap exp() so that it can be vectorized. More...
 
struct  expm1_fun
 Structure to wrap expm1() so that it can be vectorized. More...
 
struct  fabs_fun
 Structure to wrap fabs() so that it can be vectorized. More...
 
struct  FixedPointADJac
 
struct  FixedPointSolver
 
struct  FixedPointSolver< KinsolFixedPointEnv< F >, fp_jac_type >
 
struct  floor_fun
 Structure to wrap floor() so that it can be vectorized. More...
 
struct  fvar
 This template class represents scalars used in forward-mode automatic differentiation, which consist of values and directional derivatives of the specified template type. More...
 
class  gevv_vvv_vari
 
class  gp_exp_quad_cov_vari
 This is a subclass of the vari class for precomputed gradients of gp_exp_quad_cov. More...
 
class  gp_exp_quad_cov_vari< T_x, double, T_l >
 This is a subclass of the vari class for precomputed gradients of gp_exp_quad_cov. More...
 
class  gp_periodic_cov_vari
 This is a subclass of the vari class for precomputed gradients of gp_periodic_cov. More...
 
class  gp_periodic_cov_vari< T_x, double, T_l, T_p >
 This is a subclass of the vari class for precomputed gradients of gp_periodic_cov. More...
 
struct  hybrj_functor_solver
 A functor with the required operators to call Eigen's algebraic solver. More...
 
class  idas_forward_system
 IDAS DAE system with forward sensitivity calculation. More...
 
class  idas_integrator
 IDAS DAE integrator. More...
 
class  idas_system
 IDAS DAE system that contains informtion on residual equation functor, sensitivity residual equation functor, as well as initial conditions. More...
 
struct  include_summand
 Template metaprogram to calculate whether a summand needs to be included in a proportional (log) probability calculation. More...
 
struct  include_summand< propto, T >
 true if a term with the specified propto value and subterm types should be included in a proportionality calculation. More...
 
struct  index_type
 Primary template class for the metaprogram to compute the index type of a container. More...
 
struct  index_type< T, require_eigen_t< T > >
 Template metaprogram defining typedef for the type of index for an Eigen matrix, vector, or row vector. More...
 
struct  index_type< T, require_std_vector_t< T > >
 Template metaprogram class to compute the type of index for a standard vector. More...
 
struct  index_type< T, std::enable_if_t< std::is_pointer< T >::value > >
 Specialization of index_type for pointers.
 
struct  inv_cloglog_fun
 Structure to wrap inv_cloglog() so that it can be vectorized. More...
 
struct  inv_fun
 Structure to wrap inv() so that it can be vectorized. More...
 
struct  inv_logit_fun
 Structure to wrap inv_logit() so that it can be vectorized. More...
 
struct  inv_Phi_fun
 Structure to wrap inv_Phi() so it can be vectorized. More...
 
struct  inv_sqrt_fun
 Structure to wrap inv_sqrt() so that it can be vectorized. More...
 
struct  is_valid_expression
 Determines whether a type is is a valid kernel generator expression. More...
 
struct  is_valid_expression_and_not_scalar
 Determines whether a type is non-scalar type that is a valid kernel generator expression. More...
 
struct  is_valid_expression_and_not_scalar< T, require_matrix_cl_t< T > >
 
struct  kernel_parts
 Parts of an OpenCL kernel, generated by an expression. More...
 
struct  kinsol_J_f
 Default Jacobian builder using reverse-mode autodiff. More...
 
class  kinsol_system_data
 KINSOL algebraic system data holder. More...
 
struct  KinsolFixedPointEnv
 KINSOL algebraic system data holder that handles construction & destruction of SUNDIALS data, as well as auxiliary data that will be used for functor evaluation. More...
 
class  LDLT_alloc
 This object stores the actual (double typed) LDLT factorization of an Eigen::Matrix<var> along with pointers to its vari's which allow the *ldlt_ functions to save memory. More...
 
class  LDLT_factor
 LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodiff of things like log determinants and solutions to linear systems. More...
 
class  LDLT_factor< var, R, C >
 A template specialization of src/stan/math/matrix/LDLT_factor.hpp for var which can be used with all the *_ldlt functions. More...
 
struct  lgamma_fun
 Structure to wrap lgamma() so that it can be vectorized. More...
 
class  load_
 Represents an access to a matrix_cl in kernel generator expressions. More...
 
struct  log10_fun
 Structure to wrap log10() so it can be vectorized. More...
 
struct  log1m_exp_fun
 Structure to wrap log1m_exp() so it can be vectorized. More...
 
struct  log1m_fun
 Structure to wrap log1m() so it can be vectorized. More...
 
struct  log1m_inv_logit_fun
 Structure to wrap log1m_inv_logit() so it can be vectorized. More...
 
struct  log1p_exp_fun
 Structure to wrap log1m_exp() so that it can be vectorized. More...
 
struct  log1p_fun
 Structure to wrap log1p() so it can be vectorized. More...
 
struct  log2_fun
 Structure to wrap log2() so it can be vectorized. More...
 
struct  log_fun
 Structure to wrap log() so that it can be vectorized. More...
 
struct  log_inv_logit_fun
 Structure to wrap log_inv_logit() so it can be vectorized. More...
 
struct  logit_fun
 Structure to wrap logit() so it can be vectorized. More...
 
class  matrix_cl
 
class  matrix_cl< T, require_arithmetic_t< T > >
 Represents a matrix on the OpenCL device. More...
 
class  matrix_cl< T, require_var_t< T > >
 
class  matrix_exp_action_handler
 
struct  max_op
 Operation for max reduction. More...
 
struct  min_op
 Operation for min reduction. More...
 
struct  mpi_cluster
 MPI cluster holds MPI resources and must be initialized only once in any MPI program. More...
 
struct  mpi_command
 A MPI command object is used to execute code on worker nodes. More...
 
struct  mpi_distributed_apply
 MPI command template which calls the static method distributed_apply of the given class F. More...
 
class  mpi_is_in_use
 Exception thrown whenever the MPI resource is busy. More...
 
class  mpi_parallel_call
 The MPI parallel call class manages the distributed evaluation of a collection of tasks following the map - reduce - combine pattern. More...
 
class  mpi_stop_listen
 Exception used to stop workers nodes from further listening to commands send from the root. More...
 
struct  mpi_stop_worker
 MPI command used to stop childs nodes from listening for further commands. More...
 
class  multiply_mat_vari
 This is a subclass of the vari class for matrix multiplication A * B where A is N by M and B is M by K. More...
 
class  multiply_mat_vari< double, 1, Ca, Tb, 1 >
 This is a subclass of the vari class for matrix multiplication A * B where A is a double row vector of length M and B is a vector of length M. More...
 
class  multiply_mat_vari< double, Ra, Ca, Tb, Cb >
 This is a subclass of the vari class for matrix multiplication A * B where A is an N by M matrix of double and B is M by K. More...
 
class  multiply_mat_vari< Ta, 1, Ca, double, 1 >
 This is a subclass of the vari class for matrix multiplication A * B where A is a row vector of length M and B is a vector of length M of doubles. More...
 
class  multiply_mat_vari< Ta, 1, Ca, Tb, 1 >
 This is a subclass of the vari class for matrix multiplication A * B where A is 1 by M and B is M by 1. More...
 
class  multiply_mat_vari< Ta, Ra, Ca, double, Cb >
 This is a subclass of the vari class for matrix multiplication A * B where A is N by M and B is an M by K matrix of doubles. More...
 
class  name_generator
 Unique name generator for variables used in generated kernels. More...
 
struct  nlo_functor
 A structure which gets passed to Eigen's dogleg algebraic solver. More...
 
class  op_ddv_vari
 
class  op_dv_vari
 
class  op_dvd_vari
 
class  op_dvv_vari
 
class  op_matrix_vari
 
class  op_v_vari
 
class  op_vd_vari
 
class  op_vdd_vari
 
class  op_vdv_vari
 
class  op_vector_vari
 
class  op_vv_vari
 
class  op_vvd_vari
 
class  op_vvv_vari
 
class  opencl_context
 The API to access the methods and values in opencl_context_base. More...
 
class  opencl_context_base
 The opencl_context_base class represents an OpenCL context in the standard Meyers singleton design pattern. More...
 
class  operands_and_partials
 This template builds partial derivatives with respect to a set of operands. More...
 
class  operands_and_partials< Op1, Op2, Op3, Op4, Op5, fvar< Dx > >
 This class builds partial derivatives with respect to a set of operands. More...
 
class  operands_and_partials< Op1, Op2, Op3, Op4, Op5, var >
 This class builds partial derivatives with respect to a set of operands. More...
 
class  operation_cl
 Base for all kernel generator operations. More...
 
class  operation_cl_base
 Non-templated base of operation is needed for easy checking if something is a subclass of operation. More...
 
class  operation_cl_lhs
 Base for all kernel generator operations that can be used on left hand side of an expression. More...
 
struct  pass_type
 
struct  pass_type< double >
 
struct  pass_type< int >
 
struct  Phi_approx_fun
 Structure to wrap Phi_approx() so it can be vectorized. More...
 
struct  Phi_fun
 Structure to wrap Phi() so it can be vectorized. More...
 
class  precomp_v_vari
 
class  precomp_vv_vari
 
class  precomp_vvv_vari
 
class  precomputed_gradients_vari
 A variable implementation taking a sequence of operands and partial derivatives with respect to the operands. More...
 
struct  promote_elements
 Struct with static function for elementwise type promotion. More...
 
struct  promote_elements< Eigen::Matrix< T, R, C >, Eigen::Matrix< S, R, C > >
 Struct with static function for elementwise type promotion.
 
struct  promote_elements< Eigen::Matrix< T, R, C >, Eigen::Matrix< T, R, C > >
 Struct with static function for elementwise type promotion.
 
struct  promote_elements< std::vector< T >, std::vector< S > >
 Struct with static function for elementwise type promotion.
 
struct  promote_elements< std::vector< T >, std::vector< T > >
 Struct with static function for elementwise type promotion.
 
struct  promote_elements< T, T >
 Struct with static function for elementwise type promotion. More...
 
struct  promote_scalar_struct
 General struct to hold static function for promoting underlying scalar types. More...
 
struct  promote_scalar_struct< T, S, require_eigen_t< S > >
 Struct to hold static function for promoting underlying scalar types. More...
 
struct  promote_scalar_struct< T, std::vector< S > >
 Struct to hold static function for promoting underlying scalar types.
 
struct  promote_scalar_struct< T, T >
 Struct to hold static function for promoting underlying scalar types. More...
 
struct  promote_scalar_type
 Template metaprogram to calculate a type for converting a convertible type. More...
 
struct  promote_scalar_type< T, S, require_eigen_t< S > >
 Template metaprogram to calculate a type for a matrix, vector, row vector or Eigen::Array whose underlying scalar is converted from the second template parameter type to the first. More...
 
struct  promote_scalar_type< T, std::vector< S > >
 Template metaprogram to calculate a type for a container whose underlying scalar is converted from the second template parameter type to the first.
 
struct  round_fun
 Structure to wrap round() so it can be vectorized. More...
 
class  rowwise_max_
 Represents rowwise max reduction in kernel generator expressions. More...
 
class  rowwise_min_
 Represents rowwise min reduction in kernel generator expressions. More...
 
class  rowwise_reduction
 Represents a rowwise reduction in kernel generator expressions. More...
 
class  rowwise_sum_
 Represents rowwise sum reduction in kernel generator expressions. More...
 
class  scal_squared_distance_dv_vari
 
class  scal_squared_distance_vd_vari
 
class  scal_squared_distance_vv_vari
 
class  scalar_
 Represents a scalar in kernel generator expressions. More...
 
class  select_
 Represents a selection operation in kernel generator expressions. More...
 
class  seq_view
 
class  seq_view< double, std::vector< int > >
 
class  seq_view< T, Eigen::Matrix< S, 1, Eigen::Dynamic > >
 
class  seq_view< T, Eigen::Matrix< S, Eigen::Dynamic, 1 > >
 
class  seq_view< T, Eigen::Matrix< S, Eigen::Dynamic, Eigen::Dynamic > >
 
class  seq_view< T, std::vector< S > >
 
class  seq_view< T, std::vector< std::vector< T > > >
 
class  seq_view< T, std::vector< T > >
 
struct  sin_fun
 Structure to wrap sin() so it can be vectorized. More...
 
struct  sinh_fun
 Structure to wrap sinh() so that it can be vectorized. More...
 
struct  sqrt_fun
 Structure to wrap sqrt() so that it can be vectorized. More...
 
struct  square_fun
 Structure to wrap square() so that it can be vectorized. More...
 
class  stack_alloc
 An instance of this class provides a memory pool through which blocks of raw memory may be allocated and then collected simultaneously. More...
 
struct  store_type
 
struct  store_type< double >
 
struct  store_type< int >
 
class  stored_gradient_vari
 A var implementation that stores the daughter variable implementation pointers and the partial derivative with respect to the result explicitly in arrays constructed on the autodiff memory stack. More...
 
class  sum_eigen_v_vari
 Class for representing sums with constructors for Eigen. More...
 
struct  sum_op
 Operation for sum reduction. More...
 
class  sum_v_vari
 Class for sums of variables constructed with standard vectors. More...
 
struct  system_functor
 A functor that allows us to treat either x or y as the independent variable. More...
 
struct  tan_fun
 Structure to wrap tan() so that it can be vectorized. More...
 
struct  tanh_fun
 Structure to wrap tanh() so that it can be vectorized. More...
 
struct  tgamma_fun
 Structure to wrap tgamma() so that it can be vectorized. More...
 
struct  trigamma_fun
 Structure to wrap trigamma() so it can be vectorized. More...
 
struct  trunc_fun
 Structure to wrap trunc() so it can be vectorized. More...
 
class  unary_function_cl
 Represents a unary function in kernel generator expressions. More...
 
class  var
 Independent (input) and dependent (output) variables for gradients. More...
 
class  vari
 The variable implementation base class. More...
 
class  welford_covar_estimator
 
class  welford_var_estimator
 

Typedefs

using size_type = Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index
 Type for sizes and indexes in an Eigen matrix with double elements. More...
 
using matrix_fd = Eigen::Matrix< fvar< double >, Eigen::Dynamic, Eigen::Dynamic >
 
using matrix_ffd = Eigen::Matrix< fvar< fvar< double > >, Eigen::Dynamic, Eigen::Dynamic >
 
using vector_fd = Eigen::Matrix< fvar< double >, Eigen::Dynamic, 1 >
 
using vector_ffd = Eigen::Matrix< fvar< fvar< double > >, Eigen::Dynamic, 1 >
 
using row_vector_fd = Eigen::Matrix< fvar< double >, 1, Eigen::Dynamic >
 
using row_vector_ffd = Eigen::Matrix< fvar< fvar< double > >, 1, Eigen::Dynamic >
 
using matrix_fv = Eigen::Matrix< fvar< var >, Eigen::Dynamic, Eigen::Dynamic >
 
using matrix_ffv = Eigen::Matrix< fvar< fvar< var >>, Eigen::Dynamic, Eigen::Dynamic >
 
using vector_fv = Eigen::Matrix< fvar< var >, Eigen::Dynamic, 1 >
 
using vector_ffv = Eigen::Matrix< fvar< fvar< var >>, Eigen::Dynamic, 1 >
 
using row_vector_fv = Eigen::Matrix< fvar< var >, 1, Eigen::Dynamic >
 
using row_vector_ffv = Eigen::Matrix< fvar< fvar< var >>, 1, Eigen::Dynamic >
 
template<typename T >
using as_operation_cl_t = std::conditional_t< std::is_lvalue_reference< T >::value, decltype(as_operation_cl(std::declval< T >())), std::remove_reference_t< decltype(as_operation_cl(std::declval< T >()))>>
 Type that results when converting any valid kernel generator expression into operation. More...
 
template<typename... Types>
using require_all_valid_expressions_and_none_scalar_t = require_all_t< is_valid_expression_and_not_scalar< Types >... >
 Enables a template if all given types are non-scalar types that are a valid kernel generator expressions. More...
 
template<typename... Types>
using require_all_valid_expressions_t = require_all_t< is_valid_expression< Types >... >
 Enables a template if all given types are are a valid kernel generator expressions. More...
 
template<typename T >
using matrix_cl_prim = matrix_cl< T, require_arithmetic_t< T >>
 
template<typename T >
using matrix_cl_fp = matrix_cl< T, require_floating_point_t< T >>
 
using boost_policy_t = boost::math::policies::policy< boost::math::policies::overflow_error< boost::math::policies::errno_on_error >, boost::math::policies::pole_error< boost::math::policies::errno_on_error >, boost::math::policies::promote_double< false > >
 Boost policy that overrides the defaults to match the built-in C++ standard library functions. More...
 
using matrix_d = Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >
 Type for matrix of double values. More...
 
using vector_d = Eigen::Matrix< double, Eigen::Dynamic, 1 >
 Type for (column) vector of double values. More...
 
using row_vector_d = Eigen::Matrix< double, 1, Eigen::Dynamic >
 Type for (row) vector of double values. More...
 
template<typename T >
using index_type_t = typename index_type< T >::type
 Type for sizes and indexes in an Eigen matrix with double elements. More...
 
template<typename T , typename S >
using promote_scalar_t = typename promote_scalar_type< T, S >::type
 
using ChainableStack = AutodiffStackSingleton< vari, chainable_alloc >
 
using matrix_v = Eigen::Matrix< var, Eigen::Dynamic, Eigen::Dynamic >
 The type of a matrix holding var values. More...
 
using vector_v = Eigen::Matrix< var, Eigen::Dynamic, 1 >
 The type of a (column) vector holding var values. More...
 
using row_vector_v = Eigen::Matrix< var, 1, Eigen::Dynamic >
 The type of a row vector holding var values. More...
 
using matrix_vi = Eigen::Matrix< vari *, Eigen::Dynamic, Eigen::Dynamic >
 The type of a matrix holding vari* values. More...
 
using vector_vi = Eigen::Matrix< vari *, Eigen::Dynamic, 1 >
 The type of a (column) vector holding vari* values. More...
 
using row_vector_vi = Eigen::Matrix< vari *, 1, Eigen::Dynamic >
 The type of a row vector holding vari* values. More...
 

Enumerations

enum  matrix_cl_view { matrix_cl_view::Diagonal = 0, matrix_cl_view::Lower = 1, matrix_cl_view::Upper = 2, matrix_cl_view::Entire = 3 }
 
enum  TriangularMapCL { TriangularMapCL::UpperToLower = 0, TriangularMapCL::LowerToUpper = 1 }
 

Functions

template<typename T >
fvar< T > operator+ (const fvar< T > &x1, const fvar< T > &x2)
 Return the sum of the specified forward mode addends. More...
 
template<typename T >
fvar< T > operator+ (double x1, const fvar< T > &x2)
 Return the sum of the specified double and forward mode addends. More...
 
template<typename T >
fvar< T > operator+ (const fvar< T > &x1, double x2)
 Return the sum of the specified forward mode and double addends. More...
 
template<typename T >
fvar< T > operator/ (const fvar< T > &x1, const fvar< T > &x2)
 Return the result of dividing the first argument by the second. More...
 
template<typename T >
fvar< T > operator/ (const fvar< T > &x1, double x2)
 Return the result of dividing the first argument by the second. More...
 
template<typename T >
fvar< T > operator/ (double x1, const fvar< T > &x2)
 Return the result of dividing the first argument by the second. More...
 
template<typename T >
bool operator== (const fvar< T > &x, const fvar< T > &y)
 Return true if the specified variables have equal values as defined by ==. More...
 
template<typename T >
bool operator== (const fvar< T > &x, double y)
 Return true if the the first variable has a value equal to the second argument as defined by by ==. More...
 
template<typename T >
bool operator== (double x, const fvar< T > &y)
 Return true if the the first argument is equal to the value of the second argument as defined by by ==. More...
 
template<typename T >
bool operator> (const fvar< T > &x, const fvar< T > &y)
 Return true if the first argument has a greater value than the second as defined by >. More...
 
template<typename T >
bool operator> (const fvar< T > &x, double y)
 Return true if the first argument has a greater value than the second as defined by >. More...
 
template<typename T >
bool operator> (double x, const fvar< T > &y)
 Return true if the first argument has a greater value than the second as defined by >. More...
 
template<typename T >
bool operator>= (const fvar< T > &x, const fvar< T > &y)
 Return true if the value of the first argument is greater than or equal to that of the second as defined by >=. More...
 
template<typename T >
bool operator>= (const fvar< T > &x, double y)
 Return true if the value of the first argument has a value greater than or equal to the second argument as defined by >=. More...
 
template<typename T >
bool operator>= (double x, const fvar< T > &y)
 Return true if the first argument is greater than or equal to the value of the second argument as defined by >=. More...
 
template<typename T >
bool operator< (const fvar< T > &x, const fvar< T > &y)
 Return true if the first argument has a value less than the value of the second argument as defined by <. More...
 
template<typename T >
bool operator< (double x, const fvar< T > &y)
 Return true if the first argument is less than the value of the second argument as defined by <. More...
 
template<typename T >
bool operator< (const fvar< T > &x, double y)
 Return true if the first argument has a value less than the second argument as defined by <. More...
 
template<typename T >
bool operator<= (const fvar< T > &x, const fvar< T > &y)
 Return true if the first argument has a value less than or equal to the value of the second argument as defined by <=. More...
 
template<typename T >
bool operator<= (const fvar< T > &x, double y)
 Return true if the first argument has a value less than or equal to the second argument as defined by <=. More...
 
template<typename T >
bool operator<= (double x, const fvar< T > &y)
 Return true if the first argument is less than or equal to the second argument's value as defined by <=. More...
 
template<typename T >
bool operator && (const fvar< T > &x, const fvar< T > &y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
template<typename T >
bool operator && (const fvar< T > &x, double y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
template<typename T >
bool operator && (double x, const fvar< T > &y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
template<typename T >
bool operator|| (const fvar< T > &x, const fvar< T > &y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
template<typename T >
bool operator|| (const fvar< T > &x, double y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
template<typename T >
bool operator|| (double x, const fvar< T > &y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
template<typename T >
fvar< T > operator* (const fvar< T > &x, const fvar< T > &y)
 Return the product of the two arguments. More...
 
template<typename T >
fvar< T > operator* (double x, const fvar< T > &y)
 Return the product of the two arguments. More...
 
template<typename T >
fvar< T > operator* (const fvar< T > &x, double y)
 Return the product of the two arguments. More...
 
template<typename T >
bool operator!= (const fvar< T > &x, const fvar< T > &y)
 Return true if the value of the two arguments are not equal as defined by !=. More...
 
template<typename T >
bool operator!= (const fvar< T > &x, double y)
 Return true if the value of the first argument is not equal to the second argument as defined by !=. More...
 
template<typename T >
bool operator!= (double x, const fvar< T > &y)
 Return true if the first argument is not equal to the value of the second argument as defined by !=. More...
 
template<typename T >
fvar< T > operator- (const fvar< T > &x1, const fvar< T > &x2)
 Return the difference of the specified arguments. More...
 
template<typename T >
fvar< T > operator- (double x1, const fvar< T > &x2)
 Return the difference of the specified arguments. More...
 
template<typename T >
fvar< T > operator- (const fvar< T > &x1, double x2)
 Return the difference of the specified arguments. More...
 
template<typename T >
fvar< T > operator- (const fvar< T > &x)
 Return the negation of the specified argument. More...
 
template<typename T >
bool operator! (const fvar< T > &x)
 Return the negation of the value of the argument as defined by !. More...
 
template<typename T >
fvar< T > operator+ (const fvar< T > &x)
 Returns the argument. More...
 
template<typename T >
fvar< T > abs (const fvar< T > &x)
 
template<typename T >
fvar< T > acos (const fvar< T > &x)
 
template<typename T >
fvar< T > acosh (const fvar< T > &x)
 
template<typename T >
fvar< T > asin (const fvar< T > &x)
 
template<typename T >
fvar< T > asinh (const fvar< T > &x)
 
template<typename T >
fvar< T > atan (const fvar< T > &x)
 
template<typename T >
fvar< T > atan2 (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > atan2 (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > atan2 (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > atanh (const fvar< T > &x)
 Return inverse hyperbolic tangent of specified value. More...
 
template<typename T >
fvar< T > bessel_first_kind (int v, const fvar< T > &z)
 
template<typename T >
fvar< T > bessel_second_kind (int v, const fvar< T > &z)
 
template<typename T >
fvar< T > beta (const fvar< T > &x1, const fvar< T > &x2)
 Return fvar with the beta function applied to the specified arguments and its gradient. More...
 
template<typename T >
fvar< T > beta (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > beta (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > binary_log_loss (int y, const fvar< T > &y_hat)
 
template<typename T >
fvar< T > cbrt (const fvar< T > &x)
 Return cube root of specified argument. More...
 
template<typename T >
fvar< T > ceil (const fvar< T > &x)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, 1, C1 > columns_dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, 1, C1 > columns_dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, 1, C1 > columns_dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, 1, C > columns_dot_self (const Eigen::Matrix< fvar< T >, R, C > &x)
 
template<typename T >
fvar< T > cos (const fvar< T > &x)
 
template<typename T >
fvar< T > cosh (const fvar< T > &x)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, C, C > crossprod (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T , int R, int C>
fvar< T > determinant (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T >
fvar< T > digamma (const fvar< T > &x)
 Return the derivative of the log gamma function at the specified argument. More...
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > divide (const Eigen::Matrix< fvar< T >, R, C > &v, const fvar< T > &c)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > divide (const Eigen::Matrix< fvar< T >, R, C > &v, double c)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > divide (const Eigen::Matrix< double, R, C > &v, const fvar< T > &c)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > operator/ (const Eigen::Matrix< fvar< T >, R, C > &v, const fvar< T > &c)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > operator/ (const Eigen::Matrix< fvar< T >, R, C > &v, double c)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > operator/ (const Eigen::Matrix< double, R, C > &v, const fvar< T > &c)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2, size_type &length)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2, size_type &length)
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2, size_type &length)
 
template<typename T >
fvar< T > dot_product (const std::vector< fvar< T > > &v1, const std::vector< fvar< T > > &v2)
 
template<typename T >
fvar< T > dot_product (const std::vector< double > &v1, const std::vector< fvar< T > > &v2)
 
template<typename T >
fvar< T > dot_product (const std::vector< fvar< T > > &v1, const std::vector< double > &v2)
 
template<typename T >
fvar< T > dot_product (const std::vector< fvar< T > > &v1, const std::vector< fvar< T > > &v2, size_type &length)
 
template<typename T >
fvar< T > dot_product (const std::vector< double > &v1, const std::vector< fvar< T > > &v2, size_type &length)
 
template<typename T >
fvar< T > dot_product (const std::vector< fvar< T > > &v1, const std::vector< double > &v2, size_type &length)
 
template<typename T >
fvar< T > dot_product (const fvar< T > *v1, const fvar< T > *v2, size_type length)
 Return dot product of specified pointers up to specified length. More...
 
template<typename T >
fvar< T > dot_product (const double *v1, const fvar< T > *v2, size_type length)
 Return dot product of specified pointers up to specified length. More...
 
template<typename T >
fvar< T > dot_product (const fvar< T > *v1, const double *v2, size_type length)
 Return dot product of specified pointers up to specified length. More...
 
template<typename T , int R, int C>
fvar< T > dot_self (const Eigen::Matrix< fvar< T >, R, C > &v)
 
template<typename T >
fvar< T > erf (const fvar< T > &x)
 
template<typename T >
fvar< T > erfc (const fvar< T > &x)
 
template<typename T >
fvar< T > exp (const fvar< T > &x)
 
template<typename T >
fvar< T > exp2 (const fvar< T > &x)
 
template<typename T >
fvar< T > expm1 (const fvar< T > &x)
 
template<typename T >
fvar< T > fabs (const fvar< T > &x)
 
template<typename T >
fvar< T > falling_factorial (const fvar< T > &x, int n)
 Return autodiff variable with the gradient and result of the falling factorial function applied to the inputs. More...
 
template<typename T >
fvar< T > fdim (const fvar< T > &x, const fvar< T > &y)
 Return the positive difference of the specified values (C++11). More...
 
template<typename T >
fvar< T > fdim (const fvar< T > &x, double y)
 Return the positive difference of the specified values (C++11). More...
 
template<typename T >
fvar< T > fdim (double x, const fvar< T > &y)
 Return the positive difference of the specified values (C++11). More...
 
template<typename T >
fvar< T > floor (const fvar< T > &x)
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const fvar< T1 > &x1, const fvar< T2 > &x2, const fvar< T3 > &x3)
 The fused multiply-add operation (C99). More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const T1 &x1, const fvar< T2 > &x2, const fvar< T3 > &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const fvar< T1 > &x1, const T2 &x2, const fvar< T3 > &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const fvar< T1 > &x1, const fvar< T2 > &x2, const T3 &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const T1 &x1, const T2 &x2, const fvar< T3 > &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const fvar< T1 > &x1, const T2 &x2, const T3 &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T1 , typename T2 , typename T3 >
fvar< return_type_t< T1, T2, T3 > > fma (const T1 &x1, const fvar< T2 > &x2, const T3 &x3)
 See all-var input signature for details on the function and derivatives. More...
 
template<typename T >
fvar< T > fmax (const fvar< T > &x1, const fvar< T > &x2)
 Return the greater of the two specified arguments. More...
 
template<typename T >
fvar< T > fmax (double x1, const fvar< T > &x2)
 Return the greater of the two specified arguments. More...
 
template<typename T >
fvar< T > fmax (const fvar< T > &x1, double x2)
 Return the greater of the two specified arguments. More...
 
template<typename T >
fvar< T > fmin (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > fmin (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > fmin (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > fmod (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > fmod (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > fmod (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > gamma_p (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > gamma_p (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > gamma_p (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > gamma_q (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > gamma_q (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > gamma_q (double x1, const fvar< T > &x2)
 
template<typename T >
void grad_inc_beta (fvar< T > &g1, fvar< T > &g2, fvar< T > a, fvar< T > b, fvar< T > z)
 Gradient of the incomplete beta function beta(a, b, z) with respect to the first two arguments. More...
 
template<typename T >
fvar< T > hypot (const fvar< T > &x1, const fvar< T > &x2)
 Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11). More...
 
template<typename T >
fvar< T > hypot (const fvar< T > &x1, double x2)
 Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11). More...
 
template<typename T >
fvar< T > hypot (double x1, const fvar< T > &x2)
 Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11). More...
 
template<typename T >
fvar< T > inc_beta (const fvar< T > &a, const fvar< T > &b, const fvar< T > &x)
 
template<typename T >
fvar< T > inc_beta (double a, const fvar< T > &b, const fvar< T > &x)
 
template<typename T >
fvar< T > inc_beta (const fvar< T > &a, double b, const fvar< T > &x)
 
template<typename T >
fvar< T > inc_beta (const fvar< T > &a, const fvar< T > &b, double x)
 
template<typename T >
fvar< T > inc_beta (double a, double b, const fvar< T > &x)
 
template<typename T >
fvar< T > inc_beta (const fvar< T > &a, double b, double x)
 
template<typename T >
fvar< T > inc_beta (double a, const fvar< T > &b, double x)
 
template<typename T >
fvar< T > inv (const fvar< T > &x)
 
template<typename T >
fvar< T > inv_cloglog (const fvar< T > &x)
 
template<typename T >
fvar< T > inv_logit (const fvar< T > &x)
 Returns the inverse logit function applied to the argument. More...
 
template<typename T >
fvar< T > inv_Phi (const fvar< T > &p)
 
template<typename T >
fvar< T > inv_sqrt (const fvar< T > &x)
 
template<typename T >
fvar< T > inv_square (const fvar< T > &x)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > inverse (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T >
int is_inf (const fvar< T > &x)
 Returns 1 if the input's value is infinite and 0 otherwise. More...
 
template<typename T , require_fvar_t< T > ...>
bool is_nan (T &&x)
 Returns 1 if the input's value is NaN and 0 otherwise. More...
 
template<typename T >
fvar< T > lbeta (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > lbeta (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > lbeta (const fvar< T > &x1, double x2)
 
template<typename T >
fvar< T > ldexp (const fvar< T > &a, int b)
 Returns the product of a (the significand) times 2 to power b (the exponent). More...
 
template<typename T >
fvar< T > lgamma (const fvar< T > &x)
 Return the natural logarithm of the gamma function applied to the specified argument. More...
 
template<typename T >
fvar< return_type_t< T, int > > lmgamma (int x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > log (const fvar< T > &x)
 
template<typename T >
fvar< T > log10 (const fvar< T > &x)
 
template<typename T >
fvar< T > log1m (const fvar< T > &x)
 
template<typename T >
fvar< T > log1m_exp (const fvar< T > &x)
 Return the natural logarithm of one minus the exponentiation of the specified argument. More...
 
template<typename T >
fvar< T > log1m_inv_logit (const fvar< T > &x)
 Return the natural logarithm of one minus the inverse logit of the specified argument. More...
 
template<typename T >
fvar< T > log1p (const fvar< T > &x)
 
template<typename T >
fvar< T > log1p_exp (const fvar< T > &x)
 
template<typename T >
fvar< T > log2 (const fvar< T > &x)
 Return the base two logarithm of the specified argument. More...
 
template<typename T , int R, int C>
fvar< T > log_determinant (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T >
fvar< T > log_diff_exp (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T1 , typename T2 >
fvar< T2 > log_diff_exp (const T1 &x1, const fvar< T2 > &x2)
 
template<typename T1 , typename T2 >
fvar< T1 > log_diff_exp (const fvar< T1 > &x1, const T2 &x2)
 
template<typename T >
fvar< T > log_falling_factorial (const fvar< T > &x, const fvar< T > &n)
 
template<typename T >
fvar< T > log_falling_factorial (double x, const fvar< T > &n)
 
template<typename T >
fvar< T > log_falling_factorial (const fvar< T > &x, double n)
 
template<typename T >
fvar< T > log_inv_logit (const fvar< T > &x)
 
template<typename T >
fvar< T > log_inv_logit_diff (const fvar< T > &x, const fvar< T > &y)
 Returns fvar with the natural logarithm of the difference of the inverse logits of the specified arguments and its gradients. More...
 
template<typename T >
fvar< T > log_inv_logit_diff (const fvar< T > &x, double y)
 
template<typename T >
fvar< T > log_inv_logit_diff (double x, const fvar< T > &y)
 
template<typename T_theta , typename T_lambda1 , typename T_lambda2 , int N>
void log_mix_partial_helper (const T_theta &theta, const T_lambda1 &lambda1, const T_lambda2 &lambda2, promote_args_t< T_theta, T_lambda1, T_lambda2 >(&partials_array)[N])
 
template<typename T >
fvar< T > log_mix (const fvar< T > &theta, const fvar< T > &lambda1, const fvar< T > &lambda2)
 Return the log mixture density with specified mixing proportion and log densities and its derivative at each. More...
 
template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar< T > log_mix (const fvar< T > &theta, const fvar< T > &lambda1, P lambda2)
 
template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar< T > log_mix (const fvar< T > &theta, P lambda1, const fvar< T > &lambda2)
 
template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar< T > log_mix (P theta, const fvar< T > &lambda1, const fvar< T > &lambda2)
 
template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar< T > log_mix (const fvar< T > &theta, P1 lambda1, P2 lambda2)
 
template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar< T > log_mix (P1 theta, const fvar< T > &lambda1, P2 lambda2)
 
template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar< T > log_mix (P1 theta, P2 lambda1, const fvar< T > &lambda2)
 
template<typename T >
fvar< T > log_rising_factorial (const fvar< T > &x, const fvar< T > &n)
 
template<typename T >
fvar< T > log_rising_factorial (const fvar< T > &x, double n)
 
template<typename T >
fvar< T > log_rising_factorial (double x, const fvar< T > &n)
 
template<typename T , require_t< is_fvar< scalar_type_t< T >>> ...>
auto log_softmax (const T &x)
 Return the log softmax of the specified vector or container of vectors. More...
 
template<typename T >
fvar< T > log_sum_exp (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > log_sum_exp (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > log_sum_exp (const fvar< T > &x1, double x2)
 
template<typename T , require_t< is_fvar< scalar_type_t< T >>> ...>
auto log_sum_exp (const T &x)
 Return the log of the sum of the exponentiated values of the specified matrix of values. More...
 
template<typename T >
fvar< T > logit (const fvar< T > &x)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_left (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_left (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_left (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2, typename T2 >
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt (const LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< fvar< T2 >, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C1 > mdivide_left_tri_low (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C1 > mdivide_left_tri_low (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C1 > mdivide_left_tri_low (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_right (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_right (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_right (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C1 > mdivide_right_tri_low (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_right_tri_low (const Eigen::Matrix< fvar< T >, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > mdivide_right_tri_low (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< fvar< T >, R2, C2 > &b)
 
template<typename T >
fvar< T > modified_bessel_first_kind (int v, const fvar< T > &z)
 
template<typename T >
fvar< T > modified_bessel_second_kind (int v, const fvar< T > &z)
 
template<typename T , int R1, int C1>
Eigen::Matrix< fvar< T >, R1, C1 > multiply (const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
 
template<typename T , int R2, int C2>
Eigen::Matrix< fvar< T >, R2, C2 > multiply (const Eigen::Matrix< fvar< T >, R2, C2 > &m, double c)
 
template<typename T , int R1, int C1>
Eigen::Matrix< fvar< T >, R1, C1 > multiply (const Eigen::Matrix< double, R1, C1 > &m, const fvar< T > &c)
 
template<typename T , int R1, int C1>
Eigen::Matrix< fvar< T >, R1, C1 > multiply (const fvar< T > &c, const Eigen::Matrix< fvar< T >, R1, C1 > &m)
 
template<typename T , int R1, int C1>
Eigen::Matrix< fvar< T >, R1, C1 > multiply (double c, const Eigen::Matrix< fvar< T >, R1, C1 > &m)
 
template<typename T , int R1, int C1>
Eigen::Matrix< fvar< T >, R1, C1 > multiply (const fvar< T > &c, const Eigen::Matrix< double, R1, C1 > &m)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > multiply (const Eigen::Matrix< fvar< T >, R1, C1 > &m1, const Eigen::Matrix< fvar< T >, R2, C2 > &m2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > multiply (const Eigen::Matrix< fvar< T >, R1, C1 > &m1, const Eigen::Matrix< double, R2, C2 > &m2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, C2 > multiply (const Eigen::Matrix< double, R1, C1 > &m1, const Eigen::Matrix< fvar< T >, R2, C2 > &m2)
 
template<typename T , int C1, int R2>
fvar< T > multiply (const Eigen::Matrix< fvar< T >, 1, C1 > &rv, const Eigen::Matrix< fvar< T >, R2, 1 > &v)
 
template<typename T , int C1, int R2>
fvar< T > multiply (const Eigen::Matrix< fvar< T >, 1, C1 > &rv, const Eigen::Matrix< double, R2, 1 > &v)
 
template<typename T , int C1, int R2>
fvar< T > multiply (const Eigen::Matrix< double, 1, C1 > &rv, const Eigen::Matrix< fvar< T >, R2, 1 > &v)
 
template<typename T >
fvar< T > multiply_log (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > multiply_log (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > multiply_log (const fvar< T > &x1, double x2)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, R > multiply_lower_tri_self_transpose (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T >
fvar< T > owens_t (const fvar< T > &x1, const fvar< T > &x2)
 Return Owen's T function applied to the specified arguments. More...
 
template<typename T >
fvar< T > owens_t (double x1, const fvar< T > &x2)
 Return Owen's T function applied to the specified arguments. More...
 
template<typename T >
fvar< T > owens_t (const fvar< T > &x1, double x2)
 Return Owen's T function applied to the specified arguments. More...
 
template<typename T >
fvar< T > Phi (const fvar< T > &x)
 
template<typename T >
fvar< T > Phi_approx (const fvar< T > &x)
 Return an approximation of the unit normal cumulative distribution function (CDF). More...
 
template<typename T >
fvar< T > pow (const fvar< T > &x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > pow (double x1, const fvar< T > &x2)
 
template<typename T >
fvar< T > pow (const fvar< T > &x1, double x2)
 
template<typename T >
double primitive_value (const fvar< T > &v)
 Return the primitive value of the specified forward-mode autodiff variable. More...
 
template<typename T >
Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > qr_Q (const Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > &m)
 
template<typename T >
Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > qr_R (const Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > &m)
 
template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix< fvar< T >, CB, CB > quad_form_sym (const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
 
template<int RA, int CA, int RB, typename T >
fvar< T > quad_form_sym (const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< double, RB, 1 > &B)
 
template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix< fvar< T >, CB, CB > quad_form_sym (const Eigen::Matrix< double, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
 
template<int RA, int CA, int RB, typename T >
fvar< T > quad_form_sym (const Eigen::Matrix< double, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, 1 > &B)
 
template<typename T >
fvar< T > rising_factorial (const fvar< T > &x, int n)
 Return autodiff variable with the gradient and result of the rising factorial function applied to the inputs. More...
 
template<typename T >
fvar< T > round (const fvar< T > &x)
 Return the closest integer to the specified argument, with halfway cases rounded away from zero. More...
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, 1 > rows_dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, 1 > rows_dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< fvar< T >, R1, 1 > rows_dot_product (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, 1 > rows_dot_self (const Eigen::Matrix< fvar< T >, R, C > &x)
 
template<typename T >
fvar< T > sin (const fvar< T > &x)
 
template<typename T >
fvar< T > sinh (const fvar< T > &x)
 
template<typename T >
Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > softmax (const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &alpha)
 
template<typename T >
fvar< T > sqrt (const fvar< T > &x)
 
template<typename T >
fvar< T > square (const fvar< T > &x)
 
template<typename T , int R, int C>
fvar< T > squared_distance (const Eigen::Matrix< fvar< T >, R, C > &v1, const Eigen::Matrix< double, R, C > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > squared_distance (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T , int R, int C>
fvar< T > squared_distance (const Eigen::Matrix< double, R, C > &v1, const Eigen::Matrix< fvar< T >, R, C > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > squared_distance (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T , int R, int C>
fvar< T > squared_distance (const Eigen::Matrix< fvar< T >, R, C > &v1, const Eigen::Matrix< fvar< T >, R, C > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T , int R1, int C1, int R2, int C2>
fvar< T > squared_distance (const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T >
fvar< T > sum (const std::vector< fvar< T > > &m)
 Return the sum of the entries of the specified standard vector. More...
 
template<typename T , int R, int C>
fvar< T > sum (const Eigen::Matrix< fvar< T >, R, C > &m)
 Return the sum of the entries of the specified matrix. More...
 
template<typename T >
fvar< T > tan (const fvar< T > &x)
 
template<typename T >
fvar< T > tanh (const fvar< T > &x)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, R > tcrossprod (const Eigen::Matrix< fvar< T >, R, C > &m)
 
template<typename T >
fvar< T > tgamma (const fvar< T > &x)
 Return the result of applying the gamma function to the specified argument. More...
 
template<typename T >
fvar< T > to_fvar (const T &x)
 
template<typename T >
const fvar< T > & to_fvar (const fvar< T > &x)
 Specialization of to_fvar for const fvars. More...
 
template<typename T >
fvar< T > & to_fvar (fvar< T > &x)
 Specialization of to_fvar for non-const fvars. More...
 
template<typename T >
std::vector< fvar< T > > to_fvar (const std::vector< T > &v)
 
template<typename T >
std::vector< fvar< T > > to_fvar (const std::vector< T > &v, const std::vector< T > &d)
 
template<typename T >
const std::vector< fvar< T > > & to_fvar (const std::vector< fvar< T >> &v)
 Specialization of to_fvar for const fvar input. More...
 
template<typename T >
std::vector< fvar< T > > & to_fvar (std::vector< fvar< T >> &v)
 Specialization of to_fvar for non-const fvar input. More...
 
template<typename T , int R, int C>
const Eigen::Matrix< T, R, C > & to_fvar (const Eigen::Matrix< T, R, C > &m)
 Specialization of to_fvar for const matrices of fvars. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > & to_fvar (Eigen::Matrix< T, R, C > &m)
 Specialization of to_fvar for non-const matrices of fvars. More...
 
template<int R, int C>
Eigen::Matrix< fvar< double >, R, C > to_fvar (const Eigen::Matrix< double, R, C > &m)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > to_fvar (const Eigen::Matrix< T, R, C > &val, const Eigen::Matrix< T, R, C > &deriv)
 
template<int RA, int CA, int RB, int CB, typename T >
fvar< T > trace_quad_form (const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
 
template<int RA, int CA, int RB, int CB, typename T >
fvar< T > trace_quad_form (const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
 
template<int RA, int CA, int RB, int CB, typename T >
fvar< T > trace_quad_form (const Eigen::Matrix< double, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
 
template<typename T >
fvar< T > trigamma (const fvar< T > &u)
 Return the value of the trigamma function at the specified argument (i.e., the second derivative of the log Gamma function at the specified argument). More...
 
template<typename T >
fvar< T > trunc (const fvar< T > &x)
 Return the nearest integral value that is not larger in magnitude than the specified argument. More...
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > unit_vector_constrain (const Eigen::Matrix< fvar< T >, R, C > &y)
 
template<typename T , int R, int C>
Eigen::Matrix< fvar< T >, R, C > unit_vector_constrain (const Eigen::Matrix< fvar< T >, R, C > &y, fvar< T > &lp)
 
template<typename T >
value_of (const fvar< T > &v)
 Return the value of the specified variable. More...
 
template<typename T >
double value_of_rec (const fvar< T > &v)
 Return the value of the specified variable. More...
 
template<typename T , typename F >
void gradient (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &fx, Eigen::Matrix< T, Eigen::Dynamic, 1 > &grad_fx)
 Calculate the value and the gradient of the specified function at the specified argument. More...
 
template<typename T , typename F >
void hessian (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &fx, Eigen::Matrix< T, Eigen::Dynamic, 1 > &grad, Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &H)
 Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in time O(N^3) time and O(N^2) space. More...
 
template<typename T , typename F >
void jacobian (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, Eigen::Matrix< T, Eigen::Dynamic, 1 > &fx, Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &J)
 
template<typename T >
bool is_aligned (T *ptr, unsigned int bytes_aligned)
 Return true if the specified pointer is aligned on the number of bytes. More...
 
template<typename T , typename F >
void derivative (const F &f, const T &x, T &fx, T &dfx_dx)
 Return the derivative of the specified univariate function at the specified argument. More...
 
template<typename F >
void finite_diff_grad_hessian (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::MatrixXd &hess, std::vector< Eigen::MatrixXd > &grad_hess_fx, double epsilon=1e-04)
 Calculate the value and the gradient of the hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference. More...
 
template<typename F >
void finite_diff_grad_hessian_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::MatrixXd &hess, std::vector< Eigen::MatrixXd > &grad_hess_fx)
 Calculate the value, Hessian, and the gradient of the Hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference. More...
 
template<typename F >
void grad_hessian (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, double &fx, Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &H, std::vector< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > > &grad_H)
 Calculate the value, the Hessian, and the gradient of the Hessian of the specified function at the specified argument. More...
 
template<typename F >
void grad_tr_mat_times_hessian (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &M, Eigen::Matrix< double, Eigen::Dynamic, 1 > &grad_tr_MH)
 
template<typename T1 , typename T2 , typename F >
void gradient_dot_vector (const F &f, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &v, T1 &fx, T1 &grad_fx_dot_v)
 
template<typename F >
void hessian (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, double &fx, Eigen::Matrix< double, Eigen::Dynamic, 1 > &grad, Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &H)
 Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in O(N^2) time and O(N^2) space. More...
 
template<typename F >
void hessian_times_vector (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &v, double &fx, Eigen::Matrix< double, Eigen::Dynamic, 1 > &Hv)
 
template<typename T , typename F >
void hessian_times_vector (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v, T &fx, Eigen::Matrix< T, Eigen::Dynamic, 1 > &Hv)
 
template<typename T , typename F >
void partial_derivative (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, int n, T &fx, T &dfx_dxn)
 Return the partial derivative of the specified multivariate function at the specified argument. More...
 
template<typename Mat , typename Mat_scalar = scalar_type_t<Mat>, require_eigen_vt< std::is_arithmetic, Mat > ...>
matrix_cl< Mat_scalar > to_matrix_cl (Mat &&src)
 Copies the source Eigen matrix to the destination matrix that is stored on the OpenCL device. More...
 
template<typename Vec , typename Vec_scalar = scalar_type_t<Vec>, require_std_vector_vt< std::is_arithmetic, Vec > ...>
matrix_cl< Vec_scalar > to_matrix_cl (Vec &&src)
 Copies the source std::vector to the destination matrix that is stored on the OpenCL device. More...
 
template<int R = Eigen::Dynamic, int C = Eigen::Dynamic, typename T , typename = require_arithmetic_t<T>>
Eigen::Matrix< T, R, C > from_matrix_cl (const matrix_cl< T > &src)
 Copies the source matrix that is stored on the OpenCL device to the destination Eigen matrix. More...
 
template<typename T , typename = require_arithmetic_t<T>>
std::vector< T > packed_copy (const matrix_cl< T > &src)
 Packs the flat triangular matrix on the OpenCL device and copies it to the std::vector. More...
 
template<matrix_cl_view matrix_view, typename Vec , typename Vec_scalar = scalar_type_t<Vec>, require_vector_vt< std::is_arithmetic, Vec > ...>
matrix_cl< Vec_scalar > packed_copy (Vec &&src, int rows)
 Copies the packed triangular matrix from the source std::vector to an OpenCL buffer and unpacks it to a flat matrix on the OpenCL device. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > copy_cl (const matrix_cl< T > &src)
 Copies the source matrix to the destination matrix. More...
 
template<typename T , typename = require_arithmetic_t<T>>
from_matrix_cl_error_code (const matrix_cl< T > &src)
 Copy A 1 by 1 source matrix from the Device to the host. More...
 
template<typename T , typename = require_arithmetic_t<std::decay_t<T>>>
matrix_cl< std::decay_t< T > > to_matrix_cl (T &&src)
 Copy an arithmetic type to the device. More...
 
template<matrix_cl_view matrix_view = matrix_cl_view::Entire, typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > copy_triangular (const matrix_cl< T > &src)
 Copies the lower or upper triangular of the source matrix to the destination matrix. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
matrix_cl< return_type_t< T1, T2 > > diagonal_multiply (const matrix_cl< T1 > &A, const T2 scalar)
 Multiplies the diagonal of a matrix on the OpenCL device with the specified scalar. More...
 
template<typename T , typename = require_arithmetic_t<T>>
void check_diagonal_zeros (const char *function, const char *name, const matrix_cl< T > &y)
 Check if the matrix_cl has zeros on the diagonal. More...
 
template<typename T >
void check_invalid_matrix_view (const char *function, const char *name, const matrix_cl< T > &A, const matrix_cl_view invalid_view)
 Check if the matrix_cl has an invalid view. More...
 
template<typename T >
void check_mat_size_one (const char *function, const char *name, const matrix_cl< T > &A)
 Check if the matrix_cl has a single element. More...
 
template<typename T >
void check_mat_not_size_one (const char *function, const char *name, const matrix_cl< T > &A)
 Check if the matrix_cl has a single element. More...
 
template<typename T >
void check_matching_dims (const char *function, const char *name1, const matrix_cl< T > &y1, const char *name2, const matrix_cl< T > &y2)
 Check if two matrix_cls have the same dimensions. More...
 
template<typename T , typename = require_floating_point_t<T>>
void check_nan (const char *function, const char *name, const matrix_cl< T > &y)
 Check if the matrix_cl has NaN values. More...
 
void check_opencl_error (const char *function, const cl::Error &e)
 Throws the domain error with specifying the OpenCL error that occurred. More...
 
template<typename T >
void check_square (const char *function, const char *name, const matrix_cl< T > &y)
 Check if the matrix_cl is square. More...
 
template<typename T , typename = require_arithmetic_t<T>>
void check_symmetric (const char *function, const char *name, const matrix_cl< T > &y)
 Check if the matrix_cl is symmetric. More...
 
template<typename T >
void check_triangular (const char *function, const char *name, const matrix_cl< T > &A)
 Check if the matrix_cl is either upper triangular or lower triangular. More...
 
template<typename T >
void check_vector (const char *function, const char *name, const matrix_cl< T > &x)
 Check if the matrix is either a row vector or column vector. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > identity (int rows_cols)
 Returns the identity matrix stored on the OpenCL device. More...
 
template<typename T_operation , typename = std::enable_if_t<std::is_base_of< operation_cl_base, std::remove_reference_t<T_operation>>::value>>
T_operation && as_operation_cl (T_operation &&a)
 Converts any valid kernel generator expression into an operation. More...
 
template<typename T_scalar , typename = require_arithmetic_t<T_scalar>>
scalar_< T_scalar > as_operation_cl (const T_scalar a)
 Converts any valid kernel generator expression into an operation. More...
 
template<typename T_matrix_cl , typename = require_matrix_cl_t<T_matrix_cl>>
load_< T_matrix_cl > as_operation_cl (T_matrix_cl &&a)
 Converts any valid kernel generator expression into an operation. More...
 
 ADD_BINARY_OPERATION (addition_, operator+, common_scalar_t< T_a COMMA T_b >, "+")
 
 ADD_BINARY_OPERATION (subtraction_, operator-, common_scalar_t< T_a COMMA T_b >, "-")
 
 ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW (elewise_multiplication_, elewise_multiplication, common_scalar_t< T_a COMMA T_b >, "*", using base=binary_operation< elewise_multiplication_< T_a, T_b >, common_scalar_t< T_a, T_b >, T_a, T_b >;return both(std::get< 0 >(base::arguments_).view(), std::get< 1 >(base::arguments_).view());)
 
 ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW (elewise_division_, elewise_division, common_scalar_t< T_a COMMA T_b >, "/", using base=binary_operation< elewise_division_< T_a, T_b >, common_scalar_t< T_a, T_b >, T_a, T_b >;return either(std::get< 0 >(base::arguments_).view(), invert(std::get< 1 >(base::arguments_).view()));)
 
 ADD_BINARY_OPERATION (less_than_, operator<, bool, "<")
 
 ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW (less_than_or_equal_, operator<=, bool, "<=", return matrix_cl_view::Entire)
 
 ADD_BINARY_OPERATION (greater_than_, operator>, bool, ">")
 
 ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW (greater_than_or_equal_, operator>=, bool, ">=", return matrix_cl_view::Entire)
 
 ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW (equals_, operator==, bool, "==", return matrix_cl_view::Entire)
 
 ADD_BINARY_OPERATION (not_equals_, operator!=, bool, "!=")
 
 ADD_BINARY_OPERATION (logical_or_, operator||, bool, "||")
 
 ADD_BINARY_OPERATION (logical_and_, operator&&, bool, "&&")
 
template<typename T_a , typename T_b , typename = require_arithmetic_t<T_a>, typename = require_all_valid_expressions_t<T_b>>
elewise_multiplication_< scalar_< T_a >, as_operation_cl_t< T_b > > operator* (T_a &&a, T_b &&b)
 Multiplication of a scalar and a kernel generator expression. More...
 
template<typename T_a , typename T_b , typename = require_all_valid_expressions_t<T_a>, typename = require_arithmetic_t<T_b>>
elewise_multiplication_< as_operation_cl_t< T_a >, scalar_< T_b > > operator* (T_a &&a, const T_b b)
 Multiplication of a kernel generator expression and a scalar. More...
 
template<typename T_a , typename T_b , typename = require_all_valid_expressions_and_none_scalar_t<T_a, T_b>>
matrix_cl< double > operator* (const T_a &a, const T_b &b)
 Matrix multiplication of two kernel generator expressions. More...
 
template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
block_< as_operation_cl_t< T > > block (T &&a, int start_row, int start_col, int rows, int cols)
 Block of a kernel generator expression. More...
 
template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_sum_< as_operation_cl_t< T > > rowwise_sum (T &&a)
 Rowwise sum reduction of a kernel generator expression. More...
 
template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_max_< as_operation_cl_t< T > > rowwise_max (T &&a)
 Rowwise max reduction of a kernel generator expression. More...
 
template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_min_< as_operation_cl_t< T > > rowwise_min (T &&a)
 Min reduction of a kernel generator expression. More...
 
template<typename T_condition , typename T_then , typename T_else , typename = require_all_valid_expressions_t<T_condition, T_then, T_else>>
select_< as_operation_cl_t< T_condition >, as_operation_cl_t< T_then >, as_operation_cl_t< T_else > > select (T_condition &&condition, T_then &&then, T_else &&els)
 Selection operation on kernel generator expressions. More...
 
const matrix_cl_view either (const matrix_cl_view left_view, const matrix_cl_view right_view)
 Determines which parts are nonzero in any of the input views. More...
 
const matrix_cl_view both (const matrix_cl_view left_view, const matrix_cl_view right_view)
 Determines which parts are nonzero in both input views. More...
 
bool contains_nonzero (const matrix_cl_view view, const matrix_cl_view part)
 Check whether a view contains certain nonzero part. More...
 
const matrix_cl_view transpose (const matrix_cl_view view)
 Transposes a view - swaps lower and upper parts. More...
 
const matrix_cl_view invert (const matrix_cl_view view)
 Inverts a view. More...
 
matrix_cl_view from_eigen_uplo_type (Eigen::UpLoType eigen_type)
 Creates a view from Eigen::UpLoType. More...
 
int either (int left_view, int right_view)
 Determines which parts are nonzero in any of the input views. More...
 
int both (int left_view, int right_view)
 Determines which parts are nonzero in both input views. More...
 
bool contains_nonzero (int view, int part)
 Check whether a view contains certain nonzero part. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > multiply_transpose (const matrix_cl< T > &A)
 Computes the product of a square OpenCL matrix with its transpose. More...
 
template<bool propto, typename T_alpha , typename T_beta >
return_type_t< T_alpha, T_beta > bernoulli_logit_glm_lpmf (const matrix_cl< int > &y_cl, const matrix_cl< double > &x_cl, const T_alpha &alpha, const T_beta &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with Bernoulli distribution and logit link function. More...
 
template<typename T_alpha , typename T_beta >
return_type_t< T_beta, T_alpha > bernoulli_logit_glm_lpmf (const matrix_cl< int > &y, const matrix_cl< double > &x, const T_alpha &alpha, const T_beta &beta)
 
template<bool propto, typename T_alpha_scalar , typename T_beta_scalar >
return_type_t< T_alpha_scalar, T_beta_scalar > categorical_logit_glm_lpmf (const matrix_cl< int > &y_cl, const matrix_cl< double > &x_cl, const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &alpha, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with categorical distribution and logit (softmax) link function. More...
 
template<typename T_alpha_scalar , typename T_beta_scalar >
return_type_t< T_alpha_scalar, T_beta_scalar > categorical_logit_glm_lpmf (const matrix_cl< int > &y, const matrix_cl< double > &x, const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &alpha, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &beta)
 
template<typename T , typename = require_floating_point_t<T>>
matrix_cl< T > cholesky_decompose (matrix_cl< T > &A)
 Returns the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix on the OpenCL device. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
void divide_columns (const matrix_cl< T1 > &A, const matrix_cl< T2 > &B)
 Divides each column of a matrix by a vector. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
void divide_columns (const matrix_cl< T1 > &A, const T2 &divisor)
 Divides each column of a matrix by a scalar. More...
 
template<typename T1 , typename T2 , typename T3 , typename = require_all_arithmetic_t<T1, T2, T3>>
matrix_cl< return_type_t< T1, T2, T3 > > gp_exp_quad_cov (const matrix_cl< T1 > &x, const T2 sigma, const T3 length_scale)
 Squared exponential kernel on the GPU. More...
 
template<typename T1 , typename T2 , typename T3 , typename T4 , typename = require_all_arithmetic_t<T1, T2, T3, T4>>
matrix_cl< return_type_t< T1, T2, T3, T4 > > gp_exp_quad_cov (const matrix_cl< T1 > &x, const matrix_cl< T2 > &y, const T3 sigma, const T4 length_scale)
 Squared exponential kernel on the GPU. More...
 
template<typename T1 , typename T2 , typename = require_all_floating_point_t<T1, T2>>
matrix_cl< return_type_t< T1, T2 > > mdivide_left_tri_low (const matrix_cl< T1 > &A, const matrix_cl< T2 > &b)
 Returns the solution of the system Ax=b when A is lower triangular. More...
 
template<typename T , typename = require_all_floating_point_t<T>>
matrix_cl< T > mdivide_left_tri_low (const matrix_cl< T > &A)
 Returns the solution of the system Ax=b when A is triangular and b=I. More...
 
template<typename T1 , typename T2 , typename = require_all_floating_point_t<T1, T2>>
matrix_cl< return_type_t< T1, T2 > > mdivide_right_tri_low (const matrix_cl< T2 > &b, const matrix_cl< T1 > &A)
 Returns the solution of the system Ax=b where A is a lower triangular matrix. More...
 
template<bool propto, typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_lpmf (const matrix_cl< int > &y_cl, const matrix_cl< double > &x_cl, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 Returns the log PMF of the Generalized Linear Model (GLM) with Negative-Binomial-2 distribution and log link function. More...
 
template<typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_lpmf (const matrix_cl< int > &y, const matrix_cl< double > &x, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 
template<bool propto, typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_alpha, T_beta, T_scale > normal_id_glm_lpdf (const matrix_cl< double > &y_cl, const matrix_cl< double > &x_cl, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 Returns the log PDF of the Generalized Linear Model (GLM) with Normal distribution and id link function. More...
 
template<typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_alpha, T_beta, T_scale > normal_id_glm_lpdf (const matrix_cl< double > &y, const matrix_cl< double > &x, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 
template<bool propto, typename T_beta_scalar , typename T_cuts_scalar >
return_type_t< T_beta_scalar, T_cuts_scalar > ordered_logistic_glm_lpmf (const matrix_cl< int > &y_cl, const matrix_cl< double > &x_cl, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &beta, const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &cuts)
 Returns the log PMF of the ordinal regression Generalized Linear Model (GLM). More...
 
template<typename T_beta_scalar , typename T_cuts_scalar >
return_type_t< T_beta_scalar, T_cuts_scalar > ordered_logistic_glm_lpmf (const matrix_cl< int > &y, const matrix_cl< double > &x, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &beta, const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &cuts)
 
template<bool propto, typename T_alpha , typename T_beta >
return_type_t< T_alpha, T_beta > poisson_log_glm_lpmf (const matrix_cl< int > &y_cl, const matrix_cl< double > &x_cl, const T_alpha &alpha, const T_beta &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with Poisson distribution and log link function. More...
 
template<typename T_alpha , typename T_beta >
return_type_t< T_alpha, T_beta > poisson_log_glm_lpmf (const matrix_cl< int > &y, const matrix_cl< double > &x, const T_alpha &alpha, const T_beta &beta)
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > rep_matrix (const matrix_cl< T > &x, int n, int m)
 Creates a matrix_cl by replicating the value of the only element in the input 1x1 matrix_cl. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > rep_matrix (const matrix_cl< T > &x, int m)
 Creates a matrix_cl by replicating the input vector or row_vector. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > rep_row_vector (const matrix_cl< T > &x, int m)
 Creates a matrix_cl representing a row_vector by replicating the value of the only element in the input 1x1 matrix_cl. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > rep_vector (const matrix_cl< T > &x, int m)
 Creates a matrix_cl representing a vector by replicating the value of the only element in the input 1x1 matrix_cl. More...
 
template<typename T , typename = require_arithmetic_t<T>>
matrix_cl< T > transpose (const matrix_cl< T > &src)
 Takes the transpose of the matrix on the OpenCL device. More...
 
template<typename T , int R, int C, require_var_t< T > ...>
matrix_cl< T > to_matrix_cl (const Eigen::Matrix< T, R, C > &src)
 Copies the source Eigen matrix of vars to the destination matrix that is stored on the OpenCL device. More...
 
template<int R = Eigen::Dynamic, int C = Eigen::Dynamic, typename T , require_var_t< T > ...>
Eigen::Matrix< double, R, C > from_matrix_cl (const matrix_cl< T > &src)
 Copies the adjoint of the source matrix of vars that is stored on the OpenCL device to the destination Eigen matrix. More...
 
template<typename T , typename = require_var_t<T>>
std::vector< double > packed_copy (const matrix_cl< T > &src)
 Packs the flat triangular matrix on the OpenCL device and copies the adjoint values to the std::vector. More...
 
template<matrix_cl_view matrix_view>
matrix_cl< varpacked_copy (vari **src, int rows)
 Copies the packed triangular matrix from the source std::vector to an OpenCL buffer and unpacks it to a flat matrix on the OpenCL device. More...
 
template<matrix_cl_view matrix_view = matrix_cl_view::Entire, typename T , typename = require_floating_point_t<T>>
matrix_cl< T > tri_inverse (const matrix_cl< T > &A)
 Computes the inverse of a triangular matrix. More...
 
tbb::task_scheduler_init & init_threadpool_tbb (tbb::stack_size_type stack_size=0)
 Initialize the Intel TBB threadpool and global scheduler through the tbb::task_scheduler_init object. More...
 
template<typename T_a1 , typename T_a2 , typename T_b1 , typename T_z >
void check_2F1_converges (const char *function, const T_a1 &a1, const T_a2 &a2, const T_b1 &b1, const T_z &z)
 Check if the hypergeometric function (2F1) called with supplied arguments will converge, assuming arguments are finite values. More...
 
template<typename T_a1 , typename T_a2 , typename T_a3 , typename T_b1 , typename T_b2 , typename T_z >
void check_3F2_converges (const char *function, const T_a1 &a1, const T_a2 &a2, const T_a3 &a3, const T_b1 &b1, const T_b2 &b2, const T_z &z)
 Check if the hypergeometric function (3F2) called with supplied arguments will converge, assuming arguments are finite values. More...
 
template<typename T_y , typename T_low , typename T_high >
void check_bounded (const char *function, const char *name, const T_y &y, const T_low &low, const T_high &high)
 Check if the value is between the low and high values, inclusively. More...
 
template<typename T_y >
void check_cholesky_factor (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is a valid Cholesky factor. More...
 
template<typename T_y >
void check_cholesky_factor_corr (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is a valid Cholesky factor of a correlation matrix. More...
 
template<typename T_y , int R, int C>
void check_column_index (const char *function, const char *name, const Eigen::Matrix< T_y, R, C > &y, size_t i)
 Check if the specified index is a valid column of the matrix. More...
 
template<typename T >
void check_consistent_size (const char *function, const char *name, const T &x, size_t expected_size)
 Check if the dimension of x is consistent, which is defined to be expected_size if x is a vector or 1 if x is not a vector. More...
 
template<typename T >
void check_consistent_size_mvt (const char *function, const char *name, const T &x, size_t expected_size)
 Check if the dimension of x is consistent, which is defined to be expected_size if x is a vector of vectors or 1 if x is a single vector. More...
 
template<typename T1 , typename T2 >
void check_consistent_sizes (const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
 Check if the dimension of x1 is consistent with x2. More...
 
template<typename T1 , typename T2 , typename T3 >
void check_consistent_sizes (const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2, const char *name3, const T3 &x3)
 Check if the dimension of x1, x2, and x3 are consistent. More...
 
template<typename T1 , typename T2 , typename T3 , typename T4 >
void check_consistent_sizes (const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2, const char *name3, const T3 &x3, const char *name4, const T4 &x4)
 Check if the dimension of x1, x2, x3, and x4 are consistent. More...
 
template<typename T1 , typename T2 , typename T3 , typename T4 , typename T5 >
void check_consistent_sizes (const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2, const char *name3, const T3 &x3, const char *name4, const T4 &x4, const char *name5, const T5 &x5)
 
template<typename T1 , typename T2 >
void check_consistent_sizes_mvt (const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
 Check if the dimension of x1 is consistent with x2. More...
 
template<typename T_y >
void check_corr_matrix (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is a valid correlation matrix. More...
 
template<typename T_y >
void check_cov_matrix (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is a valid covariance matrix. More...
 
template<typename T_y >
void check_finite (const char *function, const char *name, const T_y &y)
 Check if y is finite. More...
 
void check_flag_sundials (int flag, const char *func_name)
 Throws an exception when a Sundial function fails (i.e. More...
 
void check_flag_kinsol (int flag, long int max_num_steps)
 Throws an exception message when the function KINSol() (call to the solver) fails. More...
 
template<typename T_y , typename T_low >
void check_greater (const char *function, const char *name, const T_y &y, const T_low &low)
 Check if y is strictly greater than low. More...
 
template<typename T_y , typename T_low >
void check_greater_or_equal (const char *function, const char *name, const T_y &y, const T_low &low)
 Check if y is greater or equal than low. More...
 
template<typename T , int R, int C>
void check_ldlt_factor (const char *function, const char *name, LDLT_factor< T, R, C > &A)
 Raise domain error if the specified LDLT factor is invalid. More...
 
template<typename T_y , typename T_high >
void check_less (const char *function, const char *name, const T_y &y, const T_high &high)
 Check if y is strictly less than high. More...
 
template<typename T_y , typename T_high >
void check_less_or_equal (const char *function, const char *name, const T_y &y, const T_high &high)
 Check if y is less or equal to high. More...
 
template<typename T_y >
void check_lower_triangular (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is lower triangular. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
void check_matching_dims (const char *function, const char *name1, const Eigen::Matrix< T1, R1, C1 > &y1, const char *name2, const Eigen::Matrix< T2, R2, C2 > &y2)
 Check if the two matrices are of the same size. More...
 
template<bool check_compile, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
void check_matching_dims (const char *function, const char *name1, const Eigen::Matrix< T1, R1, C1 > &y1, const char *name2, const Eigen::Matrix< T2, R2, C2 > &y2)
 Check if the two matrices are of the same size. More...
 
template<typename T_y1 , typename T_y2 >
void check_matching_sizes (const char *function, const char *name1, const T_y1 &y1, const char *name2, const T_y2 &y2)
 Check if two structures at the same size. More...
 
template<typename T1 , typename T2 >
void check_multiplicable (const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
 Check if the matrices can be multiplied. More...
 
template<typename T_y >
void check_nonempty (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is not empty. More...
 
template<typename T_y >
void check_nonnegative (const char *function, const char *name, const T_y &y)
 Check if y is non-negative. More...
 
template<typename T_y >
void check_nonzero_size (const char *function, const char *name, const T_y &y)
 Check if the specified matrix/vector is of non-zero size. More...
 
template<typename T_y >
void check_not_nan (const char *function, const char *name, const T_y &y)
 Check if y is not NaN. More...
 
template<typename T_y >
void check_ordered (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, 1 > &y)
 Check if the specified vector is sorted into strictly increasing order. More...
 
template<typename T_y >
void check_ordered (const char *function, const char *name, const std::vector< T_y > &y)
 Check if the specified vector is sorted into strictly increasing order. More...
 
template<typename T_y >
void check_pos_definite (const char *function, const char *name, const Eigen::Matrix< T_y, -1, -1 > &y)
 Check if the specified square, symmetric matrix is positive definite. More...
 
template<typename Derived >
void check_pos_definite (const char *function, const char *name, const Eigen::LDLT< Derived > &cholesky)
 Check if the specified LDLT transform of a matrix is positive definite. More...
 
template<typename Derived >
void check_pos_definite (const char *function, const char *name, const Eigen::LLT< Derived > &cholesky)
 Check if the specified LLT decomposition transform resulted in Eigen::Success More...
 
template<typename T_y >
void check_pos_semidefinite (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is positive definite. More...
 
template<typename Derived >
void check_pos_semidefinite (const char *function, const char *name, const Eigen::LDLT< Derived > &cholesky)
 Check if the specified matrix is positive semidefinite. More...
 
template<typename T_y >
void check_positive (const char *function, const char *name, const T_y &y)
 Check if y is positive. More...
 
void check_positive (const char *function, const char *name, const char *expr, int size)
 Check if size is positive. More...
 
template<typename T_y >
void check_positive_finite (const char *function, const char *name, const T_y &y)
 Check if y is positive and finite. More...
 
template<typename T_y >
void check_positive_ordered (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, 1 > &y)
 Check if the specified vector contains non-negative values and is sorted into strictly increasing order. More...
 
void check_range (const char *function, const char *name, int max, int index, int nested_level, const char *error_msg)
 Check if specified index is within range. More...
 
void check_range (const char *function, const char *name, int max, int index, const char *error_msg)
 Check if specified index is within range. More...
 
void check_range (const char *function, const char *name, int max, int index)
 Check if specified index is within range. More...
 
template<typename T_y , int R, int C>
void check_row_index (const char *function, const char *name, const Eigen::Matrix< T_y, R, C > &y, size_t i)
 Check if the specified index is a valid row of the matrix This check is 1-indexed by default. More...
 
template<typename T_prob >
void check_simplex (const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 Check if the specified vector is simplex. More...
 
template<typename T_size1 , typename T_size2 >
void check_size_match (const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
 Check if the provided sizes match. More...
 
template<typename T_size1 , typename T_size2 >
void check_size_match (const char *function, const char *expr_i, const char *name_i, T_size1 i, const char *expr_j, const char *name_j, T_size2 j)
 Check if the provided sizes match. More...
 
template<typename T_y >
void check_square (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is square. More...
 
template<typename T >
void check_std_vector_index (const char *function, const char *name, const std::vector< T > &y, int i)
 Check if the specified index is valid in std vector This check is 1-indexed by default. More...
 
template<typename T_y >
void check_symmetric (const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Check if the specified matrix is symmetric. More...
 
template<typename T_prob >
void check_unit_vector (const char *function, const char *name, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 Check if the specified vector is unit vector. More...
 
template<typename T , int R, int C>
void check_vector (const char *function, const char *name, const Eigen::Matrix< T, R, C > &x)
 Check if the matrix is either a row vector or column vector. More...
 
template<typename T >
void domain_error (const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
 
template<typename T >
void domain_error (const char *function, const char *name, const T &y, const char *msg1)
 
template<typename T >
void domain_error_vec (const char *function, const char *name, const T &y, size_t i, const char *msg1, const char *msg2)
 
template<typename T >
void domain_error_vec (const char *function, const char *name, const T &y, size_t i, const char *msg1)
 
template<typename T >
void invalid_argument (const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
 Throw an invalid_argument exception with a consistently formatted message. More...
 
template<typename T >
void invalid_argument (const char *function, const char *name, const T &y, const char *msg1)
 Throw an invalid_argument exception with a consistently formatted message. More...
 
template<typename T >
void invalid_argument_vec (const char *function, const char *name, const T &y, size_t i, const char *msg1, const char *msg2)
 Throw an invalid argument exception with a consistently formatted message. More...
 
template<typename T >
void invalid_argument_vec (const char *function, const char *name, const T &y, size_t i, const char *msg)
 Throw an invalid argument exception with a consistently formatted message. More...
 
template<typename T_y >
bool is_cholesky_factor (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true if y is a valid Cholesky factor, if number of rows is not less than the number of columns, if there are no 0 columns, and no element in matrix is NaN. More...
 
template<typename T_y >
bool is_cholesky_factor_corr (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true if y is a valid Cholesky factor, if the number of rows is not less than the number of columns, if there are no zero columns, and no element in matrix is NaN. More...
 
template<typename T_y , int R, int C>
bool is_column_index (const Eigen::Matrix< T_y, R, C > &y, size_t i)
 Return true if column index is in bounds. More...
 
template<typename T_y >
bool is_corr_matrix (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true if the matrix is square and not 0x0, if the matrix is symmetric, diagonals are near 1, positive definite, and no elements are NaN A valid correlation matrix is symmetric, has a unit diagonal (all 1 values), and has all values between -1 and 1 (inclusive). More...
 
template<typename T , int R, int C>
bool is_ldlt_factor (LDLT_factor< T, R, C > &A)
 Return true if the specified LDLT factor is invalid. More...
 
template<typename T_y , typename T_high >
bool is_less_or_equal (const T_y &y, const T_high &high)
 Return true if y is less or equal to high. More...
 
template<typename T_y >
bool is_lower_triangular (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true is matrix is lower triangular. More...
 
template<typename T , int R, int C>
bool is_mat_finite (const Eigen::Matrix< T, R, C > &y)
 Return true is the specified matrix is finite. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
bool is_matching_dims (const Eigen::Matrix< T1, R1, C1 > &y1, const Eigen::Matrix< T2, R2, C2 > &y2)
 Return true if the two matrices are of the same size. More...
 
template<bool check_compile, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
bool is_matching_dims (const Eigen::Matrix< T1, R1, C1 > &y1, const Eigen::Matrix< T2, R2, C2 > &y2)
 Return true if the two matrices are of the same size. More...
 
template<typename T_y1 , typename T_y2 >
bool is_matching_size (const T_y1 &y1, const T_y2 &y2)
 Return true if two structures are the same size. More...
 
template<typename T_y >
bool is_nonzero_size (const T_y &y)
 Returns true if the specified matrix/vector is size nonzero. More...
 
template<typename T_y >
bool is_not_nan (const T_y &y)
 Return true if y is not NaN. More...
 
template<typename T_y >
bool is_ordered (const std::vector< T_y > &y)
 Return true if the vector is sorted into strictly increasing order. More...
 
template<typename T_y >
bool is_pos_definite (const Eigen::Matrix< T_y, -1, -1 > &y)
 Return true if the matrix is square or if the matrix has non-zero size, or if the matrix is symmetric, or if it is positive definite, or if no element is NaN. More...
 
template<typename Derived >
bool is_pos_definite (const Eigen::LDLT< Derived > &cholesky)
 Return true if the matrix is positive definite. More...
 
template<typename Derived >
bool is_pos_definite (const Eigen::LLT< Derived > &cholesky)
 Return true if diagonal of the L matrix is positive. More...
 
template<typename T_y >
bool is_positive (const T_y &y)
 Return true if y is positive. More...
 
bool is_positive (int size)
 Return true if size is positive. More...
 
template<typename T_y >
bool is_scal_finite (const T_y &y)
 Return true if y is finite. More...
 
template<typename T_size1 , typename T_size2 >
bool is_size_match (T_size1 i, T_size2 j)
 Return true if the provided sizes match. More...
 
template<typename T_y >
bool is_square (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true if the matrix is square. More...
 
template<typename T_y >
bool is_symmetric (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return true if the matrix is square, and no element not on the main diagonal is NaN. More...
 
template<typename T_prob >
bool is_unit_vector (const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 Return true if the vector is not a unit vector or if any element is NaN. More...
 
void out_of_range (const char *function, int max, int index, const char *msg1="", const char *msg2="")
 Throw an out_of_range exception with a consistently formatted message. More...
 
void system_error (const char *function, const char *name, const int &y, const char *msg1, const char *msg2)
 Throw a system error with a consistently formatted message. More...
 
void system_error (const char *function, const char *name, const int &y, const char *msg1)
 Throw a system error with a consistently formatted message. More...
 
template<typename T >
void throw_domain_error (const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
 Throw a domain error with a consistently formatted message. More...
 
template<typename T >
void throw_domain_error (const char *function, const char *name, const T &y, const char *msg1)
 Throw a domain error with a consistently formatted message. More...
 
template<typename T >
void throw_domain_error_vec (const char *function, const char *name, const T &y, size_t i, const char *msg1, const char *msg2)
 Throw a domain error with a consistently formatted message. More...
 
template<typename T >
void throw_domain_error_vec (const char *function, const char *name, const T &y, size_t i, const char *msg)
 Throw a domain error with a consistently formatted message. More...
 
void validate_non_negative_index (const char *var_name, const char *expr, int val)
 
double abs (double x)
 Return floating-point absolute value. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto acos (const T &x)
 Vectorized version of acos(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto acos (const Eigen::MatrixBase< Derived > &x)
 Version of acos() that accepts Eigen Matrix or matrix expressions. More...
 
double acosh (double x)
 Return the inverse hyperbolic cosine of the specified value. More...
 
double acosh (int x)
 Integer version of acosh. More...
 
template<typename T >
auto acosh (const T &x)
 Return the elementwise application of acosh() to specified argument container. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > add (const Eigen::Matrix< T1, R, C > &m1, const Eigen::Matrix< T2, R, C > &m2)
 Return the sum of the specified matrices. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > add (const Eigen::Matrix< T1, R, C > &m, const T2 &c)
 Return the sum of the specified matrix and specified scalar. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > add (const T1 &c, const Eigen::Matrix< T2, R, C > &m)
 Return the sum of the specified scalar and specified matrix. More...
 
template<typename T_m , typename T_a >
Eigen::Matrix< return_type_t< T_m, T_a >, Eigen::Dynamic, Eigen::Dynamic > add_diag (const Eigen::Matrix< T_m, Eigen::Dynamic, Eigen::Dynamic > &mat, const T_a &to_add)
 Returns a Matrix with values added along the main diagonal. More...
 
template<typename T_m , typename T_a , int R, int C>
Eigen::Matrix< return_type_t< T_m, T_a >, Eigen::Dynamic, Eigen::Dynamic > add_diag (const Eigen::Matrix< T_m, Eigen::Dynamic, Eigen::Dynamic > &mat, const Eigen::Matrix< T_a, R, C > &to_add)
 Returns a Matrix with values added along the main diagonal. More...
 
template<typename T1 , typename T2 >
append_return_type< std::vector< T1 >, std::vector< T2 > >::type append_array (const std::vector< T1 > &x, const std::vector< T2 > &y)
 Return the concatenation of two specified vectors in the order of the arguments. More...
 
template<typename T1 >
std::vector< T1 > append_array (const std::vector< T1 > &x, const std::vector< T1 > &y)
 Return the concatenation of two specified vectors in the order of the arguments. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, Eigen::Dynamic > append_col (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &B)
 Return the result of appending the second argument matrix after the first argument matrix, that is, putting them side by side, with the first matrix followed by the second matrix. More...
 
template<typename T1 , typename T2 , int C1, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, 1, Eigen::Dynamic > append_col (const Eigen::Matrix< T1, 1, C1 > &A, const Eigen::Matrix< T2, 1, C2 > &B)
 Return the result of concatenating the first row vector followed by the second row vector side by side, with the result being a row vector. More...
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > append_col (const Eigen::Matrix< T, R1, C1 > &A, const Eigen::Matrix< T, R2, C2 > &B)
 Return the result of appending the second argument matrix after the first argument matrix, that is, putting them side by side, with the first matrix followed by the second matrix. More...
 
template<typename T , int C1, int C2>
Eigen::Matrix< T, 1, Eigen::Dynamic > append_col (const Eigen::Matrix< T, 1, C1 > &A, const Eigen::Matrix< T, 1, C2 > &B)
 Return the result of concatenating the first row vector followed by the second row vector side by side, with the result being a row vector. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, 1, Eigen::Dynamic > append_col (const T1 &A, const Eigen::Matrix< T2, R, C > &B)
 Return the result of stacking an scalar on top of the a row vector, with the result being a row vector. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, 1, Eigen::Dynamic > append_col (const Eigen::Matrix< T1, R, C > &A, const T2 &B)
 Return the result of stacking a row vector on top of the an scalar, with the result being a row vector. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, Eigen::Dynamic > append_row (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &B)
 Return the result of stacking the rows of the first argument matrix on top of the second argument matrix. More...
 
template<typename T1 , typename T2 , int R1, int R2>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, 1 > append_row (const Eigen::Matrix< T1, R1, 1 > &A, const Eigen::Matrix< T2, R2, 1 > &B)
 Return the result of stacking the first vector on top of the second vector, with the result being a vector. More...
 
template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > append_row (const Eigen::Matrix< T, R1, C1 > &A, const Eigen::Matrix< T, R2, C2 > &B)
 Return the result of stacking the rows of the first argument matrix on top of the second argument matrix. More...
 
template<typename T , int R1, int R2>
Eigen::Matrix< T, Eigen::Dynamic, 1 > append_row (const Eigen::Matrix< T, R1, 1 > &A, const Eigen::Matrix< T, R2, 1 > &B)
 Return the result of stacking the first vector on top of the second vector, with the result being a vector. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, 1 > append_row (const T1 &A, const Eigen::Matrix< T2, R, C > &B)
 Return the result of stacking an scalar on top of the a vector, with the result being a vector. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, 1 > append_row (const Eigen::Matrix< T1, R, C > &A, const T2 &B)
 Return the result of stacking a vector on top of the an scalar, with the result being a vector. More...
 
template<typename T >
bool as_bool (const T &x)
 Return true if the argument is not equal to zero (in the != operator sense) and false otherwise. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto asin (const T &x)
 Vectorized version of asin(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto asin (const Eigen::MatrixBase< Derived > &x)
 Version of asin() that accepts Eigen Matrix or matrix expressions. More...
 
double asinh (double x)
 Return the inverse hyperbolic sine of the specified value. More...
 
double asinh (int x)
 Integer version of asinh. More...
 
template<typename T >
auto asinh (const T &x)
 Vectorized version of asinh(). More...
 
template<int N>
void print_mat_size (std::ostream &o)
 Helper function to return the matrix size as either "dynamic" or "1". More...
 
template<typename T_lhs , typename T_rhs >
void assign (T_lhs &x, const T_rhs &y)
 Copy the right-hand side's value to the left-hand side variable. More...
 
template<typename T_lhs , typename T_rhs , int R1, int C1, int R2, int C2>
void assign (Eigen::Matrix< T_lhs, R1, C1 > &x, const Eigen::Matrix< T_rhs, R2, C2 > &y)
 Copy the right-hand side's value to the left-hand side variable. More...
 
template<typename T_lhs , typename T_rhs , int R, int C>
void assign (Eigen::Matrix< T_lhs, R, C > &x, const Eigen::Matrix< T_rhs, R, C > &y)
 Copy the right-hand side's value to the left-hand side variable. More...
 
template<typename T_lhs , typename T , int R, int C>
void assign (Eigen::Block< T_lhs > x, const Eigen::Matrix< T, R, C > &y)
 Copy the right-hand side's value to the left-hand side variable. More...
 
template<typename T_lhs , typename T_rhs >
void assign (std::vector< T_lhs > &x, const std::vector< T_rhs > &y)
 Copy the right-hand side's value to the left-hand side variable. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary< atan_fun, T >::return_t atan (const T &x)
 Vectorized version of atan(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto atan (const Eigen::MatrixBase< Derived > &x)
 Version of atan() that accepts Eigen Matrix or matrix expressions. More...
 
double atanh (double x)
 Return the inverse hyperbolic tangent of the specified value. More...
 
double atanh (int x)
 Integer version of atanh. More...
 
template<typename T >
auto atanh (const T &x)
 Return the elementwise application of atanh() to specified argument container. More...
 
template<typename T >
void autocorrelation (const std::vector< T > &y, std::vector< T > &ac, Eigen::FFT< T > &fft)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac, Eigen::FFT< T > &fft)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T >
void autocorrelation (const std::vector< T > &y, std::vector< T > &ac)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result. More...
 
template<typename T >
void autocovariance (const std::vector< T > &y, std::vector< T > &acov, Eigen::FFT< T > &fft)
 Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void autocovariance (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &acov, Eigen::FFT< T > &fft)
 Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T >
void autocovariance (const std::vector< T > &y, std::vector< T > &acov)
 Write autocovariance estimates for every lag for the specified input sequence into the specified result. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void autocovariance (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &acov)
 Write autocovariance estimates for every lag for the specified input sequence into the specified result. More...
 
template<typename T2 >
T2 bessel_first_kind (int v, const T2 z)
 

\[ \mbox{bessel\_first\_kind}(v, x) = \begin{cases} J_v(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{error} & \mbox{if } x = \textrm{NaN} \end{cases} \]

More...
 
template<typename T2 >
T2 bessel_second_kind (int v, const T2 z)
 

\[ \mbox{bessel\_second\_kind}(v, x) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0 \\ Y_v(x) & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > beta (const T1 a, const T2 b)
 Return the beta function applied to the specified arguments. More...
 
template<typename T >
binary_log_loss (int y, const T &y_hat)
 Returns the log loss function for binary classification with specified reference and response values. More...
 
template<typename T_N , typename T_n >
return_type_t< T_N, T_n > binomial_coefficient_log (const T_N N, const T_n n)
 Return the log of the binomial coefficient for the specified arguments. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > block (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t i, size_t j, size_t nrows, size_t ncols)
 Return a nrows x ncols submatrix starting at (i-1, j-1). More...
 
double cbrt (double x)
 Return the cube root of the specified value. More...
 
double cbrt (int x)
 Integer version of cbrt. More...
 
template<typename T >
auto cbrt (const T &x)
 Vectorized version of cbrt(). More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto ceil (const T &x)
 Vectorized version of ceil(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto ceil (const Eigen::MatrixBase< Derived > &x)
 Version of ceil() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > chol2inv (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &L)
 Returns the inverse of the matrix whose Cholesky factor is L. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cholesky_corr_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y, int K)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cholesky_corr_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y, int K, T &lp)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > cholesky_corr_free (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cholesky_decompose (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix. More...
 
template<>
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > cholesky_decompose (const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &m)
 Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cholesky_factor_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, int M, int N)
 Return the Cholesky factor of the specified size read from the specified vector. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cholesky_factor_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, int M, int N, T &lp)
 Return the Cholesky factor of the specified size read from the specified vector and increment the specified log probability reference with the log Jacobian adjustment of the transform. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > cholesky_factor_free (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return the unconstrained vector of parameters correspdonding to the specified Cholesky factor. More...
 
int choose (int n, int k)
 Return the binomial coefficient for the specified integer arguments. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > col (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t j)
 Return the specified column of the specified matrix using start-at-1 indexing. More...
 
template<typename T , int R, int C>
int cols (const Eigen::Matrix< T, R, C > &m)
 Return the number of columns in the specified matrix, vector, or row vector. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< double, 1, C1 > columns_dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 Returns the dot product of the specified vectors. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, 1, C > columns_dot_self (const Eigen::Matrix< T, R, C > &x)
 Returns the dot product of each column of a matrix with itself. More...
 
double e ()
 Return the base of the natural logarithm. More...
 
double pi ()
 Return the value of pi. More...
 
double positive_infinity ()
 Return positive infinity. More...
 
double negative_infinity ()
 Return negative infinity. More...
 
double not_a_number ()
 Return (quiet) not-a-number. More...
 
double machine_precision ()
 Returns the difference between 1.0 and the next value representable. More...
 
double log10 ()
 Returns the natural logarithm of ten. More...
 
double sqrt2 ()
 Returns the square root of two. More...
 
template<typename ADType , typename U >
ADType copysign (const ADType &x, const U &y)
 Return the negation of the first argument if the first and second argument have different signs, otherwise return a copy of the first argument. More...
 
template<typename T >
corr_constrain (const T &x)
 Return the result of transforming the specified scalar to have a valid correlation value between -1 and 1 (inclusive). More...
 
template<typename T >
corr_constrain (const T &x, T &lp)
 Return the result of transforming the specified scalar to have a valid correlation value between -1 and 1 (inclusive). More...
 
template<typename T >
corr_free (const T &y)
 Return the unconstrained scalar that when transformed to a valid correlation produces the specified value. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > corr_matrix_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, math::index_type_t< Eigen::Matrix< T, Eigen::Dynamic, 1 >> k)
 Return the correlation matrix of the specified dimensionality derived from the specified vector of unconstrained values. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > corr_matrix_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, math::index_type_t< Eigen::Matrix< T, Eigen::Dynamic, 1 >> k, T &lp)
 Return the correlation matrix of the specified dimensionality derived from the specified vector of unconstrained values. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > corr_matrix_free (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return the vector of unconstrained partial correlations that define the specified correlation matrix when transformed. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto cos (const T &x)
 Vectorized version of cos(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto cos (const Eigen::MatrixBase< Derived > &x)
 Version of cos() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary< cosh_fun, T >::return_t cosh (const T &x)
 Vectorized version of cosh(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto cosh (const Eigen::MatrixBase< Derived > &x)
 Version of cosh() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > cov_exp_quad (const std::vector< T_x > &x, const T_sigma &sigma, const T_l &length_scale)
 
template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > cov_exp_quad (const std::vector< T_x > &x, const T_sigma &sigma, const std::vector< T_l > &length_scale)
 
template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > cov_exp_quad (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_sigma &sigma, const T_l &length_scale)
 
template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > cov_exp_quad (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_sigma &sigma, const std::vector< T_l > &length_scale)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cov_matrix_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, typename math::index_type< Eigen::Matrix< T, Eigen::Dynamic, 1 >>::type K)
 Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2). More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cov_matrix_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, typename math::index_type< Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >>::type K, T &lp)
 Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2). More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cov_matrix_constrain_lkj (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, size_t k)
 Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > cov_matrix_constrain_lkj (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, size_t k, T &lp)
 Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values and increment the specified log probability reference with the log absolute Jacobian determinant. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > cov_matrix_free (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &y)
 The covariance matrix derived from the symmetric view of the lower-triangular view of the K by K specified matrix is freed to return a vector of size K + (K choose 2). More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > cov_matrix_free_lkj (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &y)
 Return the vector of unconstrained partial correlations and deviations that transform to the specified covariance matrix. More...
 
matrix_d crossprod (const matrix_d &M)
 Returns the result of pre-multiplying a matrix by its own transpose. More...
 
template<typename T >
const std::vector< int > csr_extract_u (const Eigen::SparseMatrix< T, Eigen::RowMajor > &A)
 Extract the NZE index for each entry from a sparse matrix. More...
 
template<typename T , int R, int C>
const std::vector< int > csr_extract_u (const Eigen::Matrix< T, R, C > &A)
 Extract the NZE index for each entry from a sparse matrix. More...
 
template<typename T >
const std::vector< int > csr_extract_v (const Eigen::SparseMatrix< T, Eigen::RowMajor > &A)
 Extract the column indexes for non-zero value from a sparse matrix. More...
 
template<typename T , int R, int C>
const std::vector< int > csr_extract_v (const Eigen::Matrix< T, R, C > &A)
 Extract the column indexes for non-zero values from a dense matrix by converting to sparse and calling the sparse matrix extractor. More...
 
template<typename T >
const Eigen::Matrix< T, Eigen::Dynamic, 1 > csr_extract_w (const Eigen::SparseMatrix< T, Eigen::RowMajor > &A)
 
template<typename T , int R, int C>
const Eigen::Matrix< T, Eigen::Dynamic, 1 > csr_extract_w (const Eigen::Matrix< T, R, C > &A)
 
template<typename T1 , typename T2 >
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, 1 > csr_matrix_times_vector (int m, int n, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &w, const std::vector< int > &v, const std::vector< int > &u, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &b)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > csr_to_dense_matrix (int m, int n, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &w, const std::vector< int > &v, const std::vector< int > &u)
 Construct a dense Eigen matrix from the CSR format components. More...
 
int csr_u_to_z (const std::vector< int > &u, int i)
 Return the z vector computed from the specified u vector at the index for the z vector. More...
 
template<typename T >
std::vector< T > cumulative_sum (const std::vector< T > &x)
 Return the cumulative sum of the specified vector. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > cumulative_sum (const Eigen::Matrix< T, R, C > &m)
 Return the cumulative sum of the specified matrix. More...
 
template<typename T , int R, int C>
determinant (const Eigen::Matrix< T, R, C > &m)
 Returns the determinant of the specified square matrix. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > diag_matrix (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v)
 Return a square diagonal matrix with the specified vector of coefficients as the diagonal values. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C1 > diag_post_multiply (const Eigen::Matrix< T1, R1, C1 > &m1, const Eigen::Matrix< T2, R2, C2 > &m2)
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R2, C2 > diag_pre_multiply (const Eigen::Matrix< T1, R1, C1 > &m1, const Eigen::Matrix< T2, R2, C2 > &m2)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > diagonal (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Return a column vector of the diagonal elements of the specified matrix. More...
 
double digamma (double x)
 Return the derivative of the log gamma function at the specified value. More...
 
template<typename T >
auto digamma (const T &x)
 Vectorized version of digamma(). More...
 
template<typename T >
void dims (const T &x, std::vector< int > &result)
 
template<typename T , int R, int C>
void dims (const Eigen::Matrix< T, R, C > &x, std::vector< int > &result)
 
template<typename T >
void dims (const std::vector< T > &x, std::vector< int > &result)
 
template<typename T >
std::vector< int > dims (const T &x)
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > distance (const T1 &x1, const T2 &x2)
 Returns the distance between two scalars. More...
 
template<typename T1 , int R1, int C1, typename T2 , int R2, int C2>
return_type_t< T1, T2 > distance (const Eigen::Matrix< T1, R1, C1 > &v1, const Eigen::Matrix< T2, R2, C2 > &v2)
 Returns the distance between the specified vectors. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > divide (const T1 &x, const T2 &y)
 Return the division of the first scalar by the second scalar. More...
 
int divide (int x, int y)
 
template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > divide (const Eigen::Matrix< T1, R, C > &m, T2 c)
 Return matrix divided by scalar. More...
 
template<typename T_x , typename T_v >
std::vector< Eigen::Matrix< return_type_t< T_x, T_v, double >, Eigen::Dynamic, 1 > > divide_columns (const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &x, const std::vector< T_v > &vec)
 Takes Stan data type vector[n] x[D] and divides column vector in x element-wise by the values in vec. More...
 
double dot (const std::vector< double > &x, const std::vector< double > &y)
 
template<int R1, int C1, int R2, int C2>
double dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 Returns the dot product of the specified vectors. More...
 
double dot_product (const double *v1, const double *v2, size_t length)
 Returns the dot product of the specified arrays of doubles. More...
 
double dot_product (const std::vector< double > &v1, const std::vector< double > &v2)
 Returns the dot product of the specified arrays of doubles. More...
 
double dot_self (const std::vector< double > &x)
 
template<int R, int C>
double dot_self (const Eigen::Matrix< double, R, C > &v)
 Returns the dot product of the specified vector with itself. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > eigenvalues_sym (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Return the eigenvalues of the specified symmetric matrix in descending order of magnitude. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > eigenvectors_sym (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > elt_divide (const Eigen::Matrix< T1, R, C > &m1, const Eigen::Matrix< T2, R, C > &m2)
 Return the elementwise division of the specified matrices. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > elt_divide (const Eigen::Matrix< T1, R, C > &m, T2 s)
 Return the elementwise division of the specified matrix by the specified scalar. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > elt_divide (T1 s, const Eigen::Matrix< T2, R, C > &m)
 Return the elementwise division of the specified scalar by the specified matrix. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > elt_multiply (const Eigen::Matrix< T1, R, C > &m1, const Eigen::Matrix< T2, R, C > &m2)
 Return the elementwise multiplication of the specified matrices. More...
 
double erf (double x)
 Return the error function of the specified value. More...
 
double erf (int x)
 Return the error function of the specified argument. More...
 
template<typename T >
auto erf (const T &x)
 Vectorized version of erf(). More...
 
double erfc (double x)
 Return the complementary error function of the specified value. More...
 
double erfc (int x)
 Return the error function of the specified argument. More...
 
template<typename T >
auto erfc (const T &x)
 Vectorized version of erfc(). More...
 
double exp (int x)
 Return the natural exponential of the specified argument. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto exp (const T &x)
 Return the elementwise exponentiation of the specified argument, which may be a scalar or any Stan container of numeric scalars. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto exp (const Eigen::MatrixBase< Derived > &x)
 Version of exp() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T , typename = require_arithmetic_t<T>>
double exp2 (T y)
 Return the exponent base 2 of the specified argument (C99, C++11). More...
 
template<typename T , typename = require_vector_like_t<T>>
auto exp2 (const T &x)
 Return the elementwise application of exp2() to specified argument container. More...
 
double expm1 (double x)
 Return the natural exponentiation of x minus one. More...
 
double expm1 (int x)
 Integer version of expm1. More...
 
template<typename T >
auto expm1 (const T &x)
 Vectorized version of expm1(). More...
 
template<typename T >
F32 (const T &a1, const T &a2, const T &a3, const T &b1, const T &b2, const T &z, double precision=1e-6, int max_steps=1e5)
 Hypergeometric function (3F2). More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary< fabs_fun, T >::return_t fabs (const T &x)
 Vectorized version of fabs(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto fabs (const Eigen::MatrixBase< Derived > &x)
 Version of fabs() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto fabs (const Eigen::ArrayBase< Derived > &x)
 Version of fabs() that accepts Eigen Array or array expressions. More...
 
template<typename T >
bool factor_cov_matrix (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &Sigma, Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, Eigen::Array< T, Eigen::Dynamic, 1 > &sds)
 This function is intended to make starting values, given a covariance matrix Sigma. More...
 
template<typename T >
void factor_U (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &U, Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs)
 This function is intended to make starting values, given a unit upper-triangular matrix U such that U'DU is a correlation matrix. More...
 
template<typename T >
return_type_t< T > falling_factorial (const T &x, int n)
 Return the falling factorial function evaluated at the inputs. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double fdim (T1 x, T2 y)
 Return the positive difference of the specified values (C++11). More...
 
template<typename T , int R, int C, typename S >
void fill (Eigen::Matrix< T, R, C > &x, const S &y)
 Fill the specified container with the specified value. More...
 
template<typename T , typename S >
void fill (T &x, const S &y)
 Fill the specified container with the specified value. More...
 
template<typename T , typename S >
void fill (std::vector< T > &x, const S &y)
 Fill the specified container with the specified value. More...
 
double finite_diff_stepsize (double u)
 Return the stepsize for finite difference evaluations at the specified scalar. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto floor (const T &x)
 Vectorized version of floor(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto floor (const Eigen::MatrixBase< Derived > &x)
 Version of floor() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T1 , typename T2 , typename T3 , typename = require_all_arithmetic_t<T1, T2, T3>>
double fma (T1 x, T2 y, T3 z)
 Return the product of the first two arguments plus the third argument. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double fmax (T1 x, T2 y)
 Return the greater of the two specified arguments. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double fmin (T1 x, T2 y)
 Return the lesser of the two specified arguments. More...
 
double gamma_p (double z, double a)
 Return the value of the normalized, lower-incomplete gamma function applied to the specified argument. More...
 
double gamma_q (double x, double a)
 

\[ \mbox{gamma\_q}(a, z) = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ Q(a, z) & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

More...
 
template<typename T >
const T & get_base1 (const std::vector< T > &x, size_t i, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one index. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< T > > &x, size_t i1, size_t i2, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< T > > > &x, size_t i1, size_t i2, size_t i3, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< std::vector< T > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, size_t i7, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
const T & get_base1 (const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, size_t i7, size_t i8, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > get_base1 (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x, size_t m, const char *error_msg, size_t idx)
 Return a copy of the row of the specified vector at the specified base-one row index. More...
 
template<typename T >
const T & get_base1 (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x, size_t m, size_t n, const char *error_msg, size_t idx)
 Return a reference to the value of the specified matrix at the specified base-one row and column indexes. More...
 
template<typename T >
const T & get_base1 (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, size_t m, const char *error_msg, size_t idx)
 Return a reference to the value of the specified column vector at the specified base-one index. More...
 
template<typename T >
const T & get_base1 (const Eigen::Matrix< T, 1, Eigen::Dynamic > &x, size_t n, const char *error_msg, size_t idx)
 Return a reference to the value of the specified row vector at the specified base-one index. More...
 
template<typename T >
T & get_base1_lhs (std::vector< T > &x, size_t i, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one index. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< T > > &x, size_t i1, size_t i2, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< T > > > &x, size_t i1, size_t i2, size_t i3, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< std::vector< T > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, size_t i7, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
T & get_base1_lhs (std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > > &x, size_t i1, size_t i2, size_t i3, size_t i4, size_t i5, size_t i6, size_t i7, size_t i8, const char *error_msg, size_t idx)
 Return a reference to the value of the specified vector at the specified base-one indexes. More...
 
template<typename T >
Eigen::Block< Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > > get_base1_lhs (Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x, size_t m, const char *error_msg, size_t idx)
 Return a copy of the row of the specified vector at the specified base-one row index. More...
 
template<typename T >
T & get_base1_lhs (Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x, size_t m, size_t n, const char *error_msg, size_t idx)
 Return a reference to the value of the specified matrix at the specified base-one row and column indexes. More...
 
template<typename T >
T & get_base1_lhs (Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, size_t m, const char *error_msg, size_t idx)
 Return a reference to the value of the specified column vector at the specified base-one index. More...
 
template<typename T >
T & get_base1_lhs (Eigen::Matrix< T, 1, Eigen::Dynamic > &x, size_t n, const char *error_msg, size_t idx)
 Return a reference to the value of the specified row vector at the specified base-one index. More...
 
template<typename T_lp , typename T_lp_accum >
return_type_t< T_lp, T_lp_accum > get_lp (const T_lp &lp, const accumulator< T_lp_accum > &lp_accum)
 
template<typename T_x , typename T_sigma >
Eigen::Matrix< return_type_t< T_x, T_sigma >, Eigen::Dynamic, Eigen::Dynamic > gp_dot_prod_cov (const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &x, const T_sigma &sigma)
 Returns a dot product covariance matrix. More...
 
template<typename T_x , typename T_sigma >
Eigen::Matrix< return_type_t< T_x, T_sigma >, Eigen::Dynamic, Eigen::Dynamic > gp_dot_prod_cov (const std::vector< T_x > &x, const T_sigma &sigma)
 Returns a dot product covariance matrix. More...
 
template<typename T_x1 , typename T_x2 , typename T_sigma >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma >, Eigen::Dynamic, Eigen::Dynamic > gp_dot_prod_cov (const std::vector< Eigen::Matrix< T_x1, Eigen::Dynamic, 1 >> &x1, const std::vector< Eigen::Matrix< T_x2, Eigen::Dynamic, 1 >> &x2, const T_sigma &sigma)
 Returns a dot product covariance matrix of differing x's. More...
 
template<typename T_x1 , typename T_x2 , typename T_sigma >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma >, Eigen::Dynamic, Eigen::Dynamic > gp_dot_prod_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_sigma &sigma)
 Returns a dot product covariance matrix of differing x's. More...
 
template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exp_quad_cov (const std::vector< T_x > &x, const T_sigma &sigma, const T_l &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exp_quad_cov (const std::vector< Eigen::Matrix< T_x, -1, 1 >> &x, const T_sigma &sigma, const std::vector< T_l > &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exp_quad_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_sigma &sigma, const T_l &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exp_quad_cov (const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &x1, const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &x2, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< double > &x, const double &sigma, const double &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< Eigen::VectorXd > &x, const double &sigma, const double &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< Eigen::VectorXd > &x, const double &sigma, const std::vector< double > &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< double > &x1, const std::vector< double > &x2, const double &sigma, const double &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< Eigen::VectorXd > &x1, const std::vector< Eigen::VectorXd > &x2, const double &sigma, const double &length_scale)
 Returns a squared exponential kernel. More...
 
template<>
Eigen::MatrixXd gp_exp_quad_cov (const std::vector< Eigen::VectorXd > &x1, const std::vector< Eigen::VectorXd > &x2, const double &sigma, const std::vector< double > &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exponential_cov (const std::vector< T_x > &x, const T_s &sigma, const T_l &length_scale)
 Returns a Matern exponential covariance Matrix. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exponential_cov (const std::vector< Eigen::Matrix< T_x, -1, 1 >> &x, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern exponential covariance matrix. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exponential_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_s &sigma, const T_l &length_scale)
 Returns a Matern exponential cross covariance matrix. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_exponential_cov (const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &x1, const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &x2, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern exponential cross covariance matrix. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern32_cov (const std::vector< T_x > &x, const T_s &sigma, const T_l &length_scale)
 Returns a Matern 3/2 covariance matrix. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern32_cov (const std::vector< Eigen::Matrix< T_x, -1, 1 >> &x, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern 3/2 covariance matrix. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern32_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_s &sigma, const T_l &length_scale)
 Returns a Matern 3/2 cross covariance matrix. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern32_cov (const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &x1, const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &x2, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern 3/2 cross covariance matrix. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern52_cov (const std::vector< T_x > &x, const T_s &sigma, const T_l &length_scale)
 Returns a Matern 5/2 covariance matrix with one input vector. More...
 
template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern52_cov (const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &x, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern 5/2 covariance matrix with one input vector with automatic relevance determination (ARD). More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern52_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_s &sigma, const T_l &length_scale)
 Returns a Matern 5/2 covariance matrix with two different input vectors. More...
 
template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > gp_matern52_cov (const std::vector< Eigen::Matrix< T_x1, Eigen::Dynamic, 1 >> &x1, const std::vector< Eigen::Matrix< T_x2, Eigen::Dynamic, 1 >> &x2, const T_s &sigma, const std::vector< T_l > &length_scale)
 Returns a Matern 5/2 covariance matrix with two input vectors with automatic relevance determination (ARD). More...
 
template<typename T_x , typename T_sigma , typename T_l , typename T_p >
Eigen::Matrix< return_type_t< T_x, T_sigma, T_l, T_p >, Eigen::Dynamic, Eigen::Dynamic > gp_periodic_cov (const std::vector< T_x > &x, const T_sigma &sigma, const T_l &l, const T_p &p)
 Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \). More...
 
template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l , typename T_p >
Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma, T_l, T_p >, Eigen::Dynamic, Eigen::Dynamic > gp_periodic_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_sigma &sigma, const T_l &l, const T_p &p)
 Returns a periodic covariance matrix \( \mathbf{K} \) using inputs \( \mathbf{X}_1 \) and \( \mathbf{X}_2 \). More...
 
template<typename T >
void grad_2F1 (T &g_a1, T &g_b1, const T &a1, const T &a2, const T &b1, const T &z, const T &precision=1e-10, int max_steps=1e5)
 Gradients of the hypergeometric function, 2F1. More...
 
template<typename T >
void grad_F32 (T *g, const T &a1, const T &a2, const T &a3, const T &b1, const T &b2, const T &z, const T &precision=1e-6, int max_steps=1e5)
 Gradients of the hypergeometric function, 3F2. More...
 
void grad_inc_beta (double &g1, double &g2, double a, double b, double z)
 
template<typename T >
void grad_reg_inc_beta (T &g1, T &g2, const T &a, const T &b, const T &z, const T &digammaA, const T &digammaB, const T &digammaSum, const T &betaAB)
 Computes the gradients of the regularized incomplete beta function. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > grad_reg_inc_gamma (T1 a, T2 z, T1 g, T1 dig, double precision=1e-6, int max_steps=1e5)
 Gradient of the regularized incomplete gamma functions igamma(a, z) More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > grad_reg_lower_inc_gamma (const T1 &a, const T2 &z, double precision=1e-10, int max_steps=1e5)
 Computes the gradient of the lower regularized incomplete gamma function. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > head (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v, size_t n)
 Return the specified number of elements as a vector from the front of the specified vector. More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > head (const Eigen::Matrix< T, 1, Eigen::Dynamic > &rv, size_t n)
 Return the specified number of elements as a row vector from the front of the specified row vector. More...
 
template<typename T >
std::vector< T > head (const std::vector< T > &sv, size_t n)
 Return the specified number of elements as a standard vector from the front of the specified standard vector. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double hypot (T1 x, T2 y)
 Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11). More...
 
template<typename T >
identity_constrain (const T &x)
 Returns the result of applying the identity constraint transform to the input. More...
 
template<typename T >
identity_constrain (const T &x, T &)
 Returns the result of applying the identity constraint transform to the input and increments the log probability reference with the log absolute Jacobian determinant. More...
 
template<typename T >
identity_free (const T &y)
 Returns the result of applying the inverse of the identity constraint transform to the input. More...
 
Eigen::MatrixXd identity_matrix (int K)
 Return a square identity matrix. More...
 
template<typename T_true , typename T_false >
return_type_t< T_true, T_false > if_else (const bool c, const T_true y_true, const T_false y_false)
 Return the second argument if the first argument is true and otherwise return the second argument. More...
 
double inc_beta (double a, double b, double x)
 The normalized incomplete beta function of a, b, with outcome x. More...
 
template<typename T >
inc_beta_dda (T a, T b, T z, T digamma_a, T digamma_ab)
 Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to a. More...
 
template<typename T >
inc_beta_ddb (T a, T b, T z, T digamma_b, T digamma_ab)
 Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to b. More...
 
template<typename T >
inc_beta_ddz (T a, T b, T z)
 Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to z. More...
 
template<>
double inc_beta_ddz (double a, double b, double z)
 
template<typename T >
void initialize (T &x, const T &v)
 
template<typename T , typename V , typename = require_arithmetic_t<V>>
void initialize (T &x, V v)
 
template<typename T , int R, int C, typename V >
void initialize (Eigen::Matrix< T, R, C > &x, const V &v)
 
template<typename T , typename V >
void initialize (std::vector< T > &x, const V &v)
 
template<typename T >
int int_step (const T &y)
 The integer step, or Heaviside, function. More...
 
double inv (double x)
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto inv (const T &x)
 Vectorized version of inv(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv (const Eigen::MatrixBase< Derived > &x)
 Version of inv() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv (const Eigen::ArrayBase< Derived > &x)
 Version of inv() that accepts Eigen Array or array expressions. More...
 
double inv_cloglog (double x)
 The inverse complementary log-log function. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto inv_cloglog (const T &x)
 Vectorized version of inv_cloglog(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv_cloglog (const Eigen::MatrixBase< Derived > &x)
 Version of inv_cloglog() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv_cloglog (const Eigen::ArrayBase< Derived > &x)
 Version of inv_cloglog() that accepts Eigen Array or array expressions. More...
 
double inv_logit (double a)
 Returns the inverse logit function applied to the argument. More...
 
template<typename T >
auto inv_logit (const T &x)
 Vectorized version of inv_logit(). More...
 
double inv_Phi (double p)
 The inverse of the unit normal cumulative distribution function. More...
 
template<typename T >
auto inv_Phi (const T &x)
 Vectorized version of inv_Phi(). More...
 
double inv_sqrt (double x)
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto inv_sqrt (const T &x)
 Vectorized version of inv_sqrt(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv_sqrt (const Eigen::MatrixBase< Derived > &x)
 Version of inv_sqrt() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto inv_sqrt (const Eigen::ArrayBase< Derived > &x)
 Version of inv_sqrt() that accepts Eigen Array or array expressions. More...
 
double inv_square (double x)
 
template<typename T >
auto inv_square (const T &x)
 Vectorized version of inv_square(). More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > inverse (const Eigen::Matrix< T, R, C > &m)
 Returns the inverse of the specified matrix. More...
 
template<typename Vector >
void inverse_softmax (const Vector &simplex, Vector &y)
 Writes the inverse softmax of the simplex argument into the second argument. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > inverse_spd (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the inverse of the specified symmetric, pos/neg-definite matrix. More...
 
template<typename T >
bool is_any_nan (T &&x)
 Returns true if the input is NaN and false otherwise. More...
 
template<typename T , typename... Ts>
bool is_any_nan (T &&x, Ts &&... xs)
 Returns true if any input is NaN and false otherwise. More...
 
bool is_inf (double x)
 Returns true if the input is infinite and false otherwise. More...
 
template<typename T >
bool is_integer (T x)
 Returns true if the input is an integer and false otherwise. More...
 
template<typename T , typename = require_arithmetic_t<T>>
bool is_nan (T x)
 Returns true if the input is NaN and false otherwise. More...
 
template<typename T >
bool is_nonpositive_integer (T x)
 Returns true if the input is a nonpositive integer and false otherwise. More...
 
template<typename T >
bool is_uninitialized (T x)
 Returns true if the specified variable is uninitialized. More...
 
template<typename ADType , require_autodiff_t< ADType > ...>
bool isfinite (ADType &&v)
 Return true if specified argument is finite (not infinite and not not-a-number). More...
 
template<typename ADType , require_autodiff_t< ADType > ...>
bool isinf (ADType &&v)
 Return true if specified argument is infinite (positive or negative). More...
 
template<typename ADType , require_autodiff_t< ADType > ...>
bool isnan (ADType &&v)
 Return true if specified argument is not-a-number. More...
 
template<typename ADType , require_autodiff_t< ADType > ...>
bool isnormal (ADType &&v)
 Return true if specified argument is normal. More...
 
template<typename T , typename L >
return_type_t< T, L > lb_constrain (const T &x, const L &lb)
 Return the lower-bounded value for the specified unconstrained input and specified lower bound. More...
 
template<typename T , typename L >
return_type_t< T, L > lb_constrain (const T &x, const L &lb, T &lp)
 Return the lower-bounded value for the speicifed unconstrained input and specified lower bound, incrementing the specified reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T , typename L >
return_type_t< T, L > lb_free (const T &y, const L &lb)
 Return the unconstrained value that produces the specified lower-bound constrained value. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > lbeta (const T1 a, const T2 b)
 Return the log of the beta function applied to the specified arguments. More...
 
template<typename T1 , typename = require_arithmetic_t<T1>>
double ldexp (T1 a, int b)
 Returns the product of a (the significand) and 2 to power b (the exponent). More...
 
double lgamma (double x)
 Return the natural logarithm of the gamma function applied to the specified argument. More...
 
double lgamma (int x)
 Return the natural logarithm of the gamma function applied to the specified argument. More...
 
template<typename T >
auto lgamma (const T &x)
 Vectorized version of lgamma(). More...
 
template<typename T >
return_type_t< T > lgamma_stirling (const T x)
 Return the Stirling approximation to the lgamma function. More...
 
template<typename T >
return_type_t< T > lgamma_stirling_diff (const T x)
 Return the difference between log of the gamma function and its Stirling approximation. More...
 
template<typename T >
return_type_t< T > lmgamma (int k, T x)
 Return the natural logarithm of the multivariate gamma function with the specified dimensions and argument. More...
 
double log (int x)
 Return the natural log of the specified argument. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto log (const T &x)
 Return the elementwise natural log of the specified argument, which may be a scalar or any Stan container of numeric scalars. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto log (const Eigen::MatrixBase< Derived > &x)
 Version of log() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto log10 (const T &x)
 Vectorized version of log10(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto log10 (const Eigen::MatrixBase< Derived > &x)
 Version of log10() that accepts Eigen Matrix or matrix expressions. More...
 
double log1m (double x)
 Return the natural logarithm of one minus the specified value. More...
 
template<typename T >
auto log1m (const T &x)
 Vectorized version of log1m(). More...
 
double log1m_exp (double a)
 Calculates the natural logarithm of one minus the exponential of the specified value without overflow,. More...
 
template<typename T >
auto log1m_exp (const T &x)
 Vectorized version of log1m_exp(). More...
 
double log1m_inv_logit (double u)
 Returns the natural logarithm of 1 minus the inverse logit of the specified argument. More...
 
double log1m_inv_logit (int u)
 Return the natural logarithm of one minus the inverse logit of the specified argument. More...
 
template<typename T >
apply_scalar_unary< log1m_inv_logit_fun, T >::return_t log1m_inv_logit (const T &x)
 Return the elementwise application of log1m_inv_logit() to specified argument container. More...
 
double log1p (double x)
 Return the natural logarithm of one plus the specified value. More...
 
double log1p (int x)
 Return the natural logarithm of one plus the specified argument. More...
 
template<typename T >
auto log1p (const T &x)
 Return the elementwise application of log1p() to specified argument container. More...
 
double log1p_exp (double a)
 Calculates the log of 1 plus the exponential of the specified value without overflow. More...
 
template<typename T >
auto log1p_exp (const T &x)
 Vectorized version of log1m_exp(). More...
 
template<typename T , typename = require_arithmetic_t<T>>
double log2 (T u)
 Returns the base two logarithm of the argument (C99, C++11). More...
 
double log2 ()
 Return natural logarithm of two. More...
 
template<typename T , typename = require_vector_like_t<T>>
auto log2 (const T &x)
 Return the elementwise application of log2() to specified argument container. More...
 
template<typename T , int R, int C>
log_determinant (const Eigen::Matrix< T, R, C > &m)
 Returns the log absolute determinant of the specified square matrix. More...
 
template<int R, int C, typename T >
log_determinant_ldlt (LDLT_factor< T, R, C > &A)
 Returns log(abs(det(A))) given a LDLT_factor of A. More...
 
template<typename T , int R, int C>
log_determinant_spd (const Eigen::Matrix< T, R, C > &m)
 Returns the log absolute determinant of the specified square matrix. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > log_diff_exp (const T1 x, const T2 y)
 The natural logarithm of the difference of the natural exponentiation of x and the natural exponentiation of y. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > log_falling_factorial (const T1 x, const T2 n)
 Return the natural log of the falling factorial of the specified arguments. More...
 
double log_inv_logit (double u)
 Returns the natural logarithm of the inverse logit of the specified argument. More...
 
double log_inv_logit (int u)
 Returns the natural logarithm of the inverse logit of the specified argument. More...
 
template<typename T >
auto log_inv_logit (const T &x)
 Return the elementwise application of log_inv_logit() to specified argument container. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > log_inv_logit_diff (const T1 &x, const T2 &y)
 Returns the natural logarithm of the difference of the inverse logits of the specified arguments. More...
 
double log_mix (double theta, double lambda1, double lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (double theta, double lambda1, int lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (double theta, int lambda1, double lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (int theta, double lambda1, double lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (double theta, int lambda1, int lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (int theta, double lambda1, int lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
double log_mix (int theta, int lambda1, int lambda2)
 Return the log mixture density with specified mixing proportion and log densities. More...
 
template<typename T_theta , typename T_lam >
return_type_t< T_theta, T_lam > log_mix (const T_theta &theta, const T_lam &lambda)
 Return the log mixture density with specified mixing proportions and log densities. More...
 
template<typename T_theta , typename T_lam , int R, int C>
return_type_t< T_theta, std::vector< Eigen::Matrix< T_lam, R, C > > > log_mix (const T_theta &theta, const std::vector< Eigen::Matrix< T_lam, R, C >> &lambda)
 Return the log mixture density given specified mixing proportions and array of log density vectors. More...
 
template<typename T_theta , typename T_lam >
return_type_t< T_theta, std::vector< std::vector< T_lam > > > log_mix (const T_theta &theta, const std::vector< std::vector< T_lam >> &lambda)
 Return the log mixture density given specified mixing proportions and array of log density arrays. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2, double > log_modified_bessel_first_kind (const T1 v, const T2 z)
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > log_rising_factorial (const T1 &x, const T2 &n)
 Return the natural logarithm of the rising factorial from the first specified argument to the second. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > log_sum_exp (const T2 &a, const T1 &b)
 Calculates the log sum of exponetials without overflow. More...
 
template<typename T1 , typename T2 >
int logical_and (const T1 x1, const T2 x2)
 The logical and function which returns 1 if both arguments are unequal to zero and 0 otherwise. More...
 
template<typename T1 , typename T2 >
int logical_eq (const T1 x1, const T2 x2)
 Return 1 if the first argument is equal to the second. More...
 
template<typename T1 , typename T2 >
bool logical_gt (const T1 x1, const T2 x2)
 Return 1 if the first argument is strictly greater than the second. More...
 
template<typename T1 , typename T2 >
bool logical_gte (const T1 x1, const T2 x2)
 Return 1 if the first argument is greater than or equal to the second. More...
 
template<typename T1 , typename T2 >
bool logical_lt (T1 x1, T2 x2)
 Return 1 if the first argument is strictly less than the second. More...
 
template<typename T1 , typename T2 >
bool logical_lte (const T1 x1, const T2 x2)
 Return 1 if the first argument is less than or equal to the second. More...
 
template<typename T >
int logical_negation (const T &x)
 The logical negation function which returns one if the input is equal to zero and zero otherwise. More...
 
template<typename T1 , typename T2 >
int logical_neq (const T1 x1, const T2 x2)
 Return 1 if the first argument is unequal to the second. More...
 
template<typename T1 , typename T2 >
int logical_or (T1 x1, T2 x2)
 The logical or function which returns 1 if either argument is unequal to zero and 0 otherwise. More...
 
double logit (double u)
 Return the log odds of the argument. More...
 
double logit (int u)
 Return the log odds of the argument. More...
 
template<typename T >
auto logit (const T &x)
 Return the elementwise application of logit() to specified argument container. More...
 
template<typename T , typename L , typename U >
return_type_t< T, L, U > lub_constrain (const T &x, const L &lb, const U &ub)
 Return the lower- and upper-bounded scalar derived by transforming the specified free scalar given the specified lower and upper bounds. More...
 
template<typename T , typename L , typename U >
return_type_t< T, L, U > lub_constrain (const T &x, const L &lb, const U &ub, T &lp)
 Return the lower- and upper-bounded scalar derived by transforming the specified free scalar given the specified lower and upper bounds and increment the specified log probability with the log absolute Jacobian determinant. More...
 
template<typename T , typename L , typename U >
return_type_t< T, L, U > lub_free (const T &y, const L &lb, const U &ub)
 Return the unconstrained scalar that transforms to the specified lower- and upper-bounded scalar given the specified bounds. More...
 
template<typename T >
Eigen::Array< T, Eigen::Dynamic, 1 > make_nu (const T &eta, size_t K)
 Return the degrees of freedom for the t distribution that corresponds to the shape parameter in the LKJ distribution. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > matrix_exp (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &A)
 Return the matrix exponential of the input matrix. More...
 
template<typename T , int N>
Eigen::Matrix< T, N, N > matrix_exp (const Eigen::Matrix< T, N, N > &A)
 Return the matrix exponential of the input statically-sized square matrix. More...
 
template<typename T >
Eigen::Matrix< T, 1, 1 > matrix_exp (const Eigen::Matrix< T, 1, 1 > &A)
 Return the exponential of the input scalar when it's in the form of Eigen matrix. More...
 
template<typename Mtype >
Mtype matrix_exp_2x2 (const Mtype &A)
 Return the matrix exponential of a 2x2 matrix. More...
 
template<int Cb>
Eigen::Matrix< double, -1, Cb > matrix_exp_multiply (const Eigen::MatrixXd &A, const Eigen::Matrix< double, -1, Cb > &B)
 Return product of exp(A) and B, where A is a NxN double matrix, B is a NxCb double matrix, and t is a double. More...
 
template<typename MatrixType >
MatrixType matrix_exp_pade (const MatrixType &arg)
 Computes the matrix exponential, using a Pade approximation, coupled with scaling and squaring. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > matrix_power (const Eigen::Matrix< T, R, C > &M, const int n)
 Returns the nth power of the specific matrix. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > operator^ (const Eigen::Matrix< T, R, C > &M, const int n)
 
int max (const std::vector< int > &x)
 Returns the maximum coefficient in the specified column vector. More...
 
template<typename T >
max (const std::vector< T > &x)
 Returns the maximum coefficient in the specified column vector. More...
 
template<typename T , int R, int C>
max (const Eigen::Matrix< T, R, C > &m)
 Returns the maximum coefficient in the specified matrix, vector, or row vector. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_left (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
 Returns the solution of the system Ax=b. More...
 
template<int R1, int C1, int R2, int C2, typename T1 , typename T2 >
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_left_ldlt (const LDLT_factor< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_left_spd (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
 Returns the solution of the system Ax=b where A is symmetric positive definite. More...
 
template<int TriView, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_left_tri (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
 Returns the solution of the system Ax=b when A is triangular. More...
 
template<int TriView, typename T , int R1, int C1>
Eigen::Matrix< T, R1, C1 > mdivide_left_tri (const Eigen::Matrix< T, R1, C1 > &A)
 Returns the solution of the system Ax=b when A is triangular and b=I. More...
 
template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix< double, R1, C2 > mdivide_left_tri (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 Returns the solution of the system Ax=b when A is triangular and A and b are matrices of doubles. More...
 
template<Eigen::UpLoType TriView, int R1, int C1>
Eigen::Matrix< double, R1, C1 > mdivide_left_tri (const Eigen::Matrix< double, R1, C1 > &A)
 Returns the solution of the system Ax=b when A is triangular, b=I and both are matrices of doubles. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_left_tri_low (const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
 Return the result of left dividing the second argument by the first argument. More...
 
template<typename T , int R1, int C1>
Eigen::Matrix< T, R1, C1 > mdivide_left_tri_low (const Eigen::Matrix< T, R1, C1 > &A)
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_right (const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
 Returns the solution of the system xA=b. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_right_ldlt (const Eigen::Matrix< T1, R1, C1 > &b, const LDLT_factor< T2, R2, C2 > &A)
 Returns the solution of the system xA=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< double, R1, C2 > mdivide_right_ldlt (const Eigen::Matrix< double, R1, C1 > &b, const LDLT_factor< double, R2, C2 > &A)
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_right_spd (const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
 Returns the solution of the system xA=b where A is symmetric positive definite. More...
 
template<Eigen::UpLoType TriView, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_right_tri (const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
 Returns the solution of the system xA=b when A is triangular. More...
 
template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix< double, R1, C2 > mdivide_right_tri (const Eigen::Matrix< double, R1, C1 > &b, const Eigen::Matrix< double, R2, C2 > &A)
 Returns the solution of the system xA=b when A is triangular and A and b are matrices of doubles. More...
 
template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > mdivide_right_tri_low (const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
 Returns the solution of the system x tri(A) = b when tri(A) is a lower triangular view of the matrix A. More...
 
template<typename T >
return_type_t< T > mean (const std::vector< T > &v)
 Returns the sample mean (i.e., average) of the coefficients in the specified standard vector. More...
 
template<typename T , int R, int C>
return_type_t< T > mean (const Eigen::Matrix< T, R, C > &m)
 Returns the sample mean (i.e., average) of the coefficients in the specified vector, row vector, or matrix. More...
 
int min (const std::vector< int > &x)
 Returns the minimum coefficient in the specified column vector. More...
 
template<typename T >
min (const std::vector< T > &x)
 Returns the minimum coefficient in the specified column vector. More...
 
template<typename T , int R, int C>
min (const Eigen::Matrix< T, R, C > &m)
 Returns the minimum coefficient in the specified matrix, vector, or row vector. More...
 
template<typename T >
plain_type_t< T > minus (const T &x)
 Returns the negation of the specified scalar or matrix. More...
 
template<typename T2 >
T2 modified_bessel_first_kind (int v, const T2 z)
 

\[ \mbox{modified\_bessel\_first\_kind}(v, z) = \begin{cases} I_v(z) & \mbox{if } -\infty\leq z \leq \infty \\[6pt] \textrm{error} & \mbox{if } z = \textrm{NaN} \end{cases} \]

More...
 
template<typename T2 >
T2 modified_bessel_second_kind (int v, const T2 z)
 

\[ \mbox{modified\_bessel\_second\_kind}(v, z) = \begin{cases} \textrm{error} & \mbox{if } z \leq 0 \\ K_v(z) & \mbox{if } z > 0 \\[6pt] \textrm{NaN} & \mbox{if } z = \textrm{NaN} \end{cases} \]

More...
 
int modulus (int x, int y)
 
template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > multiply (const Eigen::Matrix< T1, R, C > &m, T2 c)
 Return specified matrix multiplied by specified scalar. More...
 
template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > multiply (T1 c, const Eigen::Matrix< T2, R, C > &m)
 Return specified scalar multiplied by specified matrix. More...
 
template<int R1, int C1, int R2, int C2, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix< return_type_t< T1, T2 >, R1, C2 > multiply (const Eigen::Matrix< T1, R1, C1 > &m1, const Eigen::Matrix< T2, R2, C2 > &m2)
 Return the product of the specified matrices. More...
 
template<int C1, int R2, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
return_type_t< T1, T2 > multiply (const Eigen::Matrix< T1, 1, C1 > &rv, const Eigen::Matrix< T2, R2, 1 > &v)
 Return the scalar product of the specified row vector and specified column vector. More...
 
template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
return_type_t< T1, T2 > multiply (T1 m, T2 c)
 Return product of scalars. More...
 
template<typename T_a , typename T_b >
return_type_t< T_a, T_b > multiply_log (const T_a a, const T_b b)
 Calculate the value of the first argument times log of the second argument while behaving properly with 0 inputs. More...
 
matrix_d multiply_lower_tri_self_transpose (const matrix_d &L)
 Returns the result of multiplying the lower triangular portion of the input matrix by its own transpose. More...
 
template<typename T >
int num_elements (const T &x)
 Returns 1, the number of elements in a primitive type. More...
 
template<typename T , int R, int C>
int num_elements (const Eigen::Matrix< T, R, C > &m)
 Returns the size of the specified matrix. More...
 
template<typename T >
int num_elements (const std::vector< T > &v)
 Returns the number of elements in the specified vector. More...
 
template<typename T , typename M , typename S >
return_type_t< T, M, S > offset_multiplier_constrain (const T &x, const M &mu, const S &sigma)
 Return the linearly transformed value for the specified unconstrained input and specified offset and multiplier. More...
 
template<typename T , typename M , typename S >
return_type_t< T, M, S > offset_multiplier_constrain (const T &x, const M &mu, const S &sigma, T &lp)
 Return the linearly transformed value for the specified unconstrained input and specified offset and multiplier, incrementing the specified reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T , typename L , typename S >
return_type_t< T, L, S > offset_multiplier_free (const T &y, const L &mu, const S &sigma)
 Return the unconstrained scalar that transforms to the specified offset and multiplier constrained scalar given the specified offset and multiplier. More...
 
std::vector< double > one_hot_array (int K, int k)
 Return an array with 1 in the k-th position and zero elsewhere. More...
 
std::vector< int > one_hot_int_array (int K, int k)
 Return an integer array with 1 in the k-th position and zero elsewhere. More...
 
Eigen::RowVectorXd one_hot_row_vector (int K, int k)
 Return a row vector with 1 in the k-th position and zero elsewhere. More...
 
Eigen::VectorXd one_hot_vector (int K, int k)
 Return a vector with 1 in the k-th position and zero elsewhere. More...
 
std::vector< double > ones_array (int K)
 Return an array of ones. More...
 
std::vector< int > ones_int_array (int K)
 Return an integer array of ones. More...
 
Eigen::RowVectorXd ones_row_vector (int K)
 Return a row vector of ones. More...
 
Eigen::VectorXd ones_vector (int K)
 Return a vector of ones. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > ordered_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
 Return an increasing ordered vector derived from the specified free vector. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > ordered_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &lp)
 Return a positive valued, increasing ordered vector derived from the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > ordered_free (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y)
 Return the vector of unconstrained scalars that transform to the specified positive ordered vector. More...
 
double owens_t (double h, double a)
 Return the result of applying Owen's T function to the specified arguments. More...
 
double Phi (double x)
 The unit normal cumulative distribution function. More...
 
template<typename T >
auto Phi (const T &x)
 Vectorized version of Phi(). More...
 
double Phi_approx (double x)
 Return an approximation of the unit normal CDF. More...
 
double Phi_approx (int x)
 Return an approximation of the unit normal CDF. More...
 
template<typename T >
auto Phi_approx (const T &x)
 Return the elementwise application of Phi_approx() to specified argument container. More...
 
template<typename T >
positive_constrain (const T &x)
 Return the positive value for the specified unconstrained input. More...
 
template<typename T >
positive_constrain (const T &x, T &lp)
 Return the positive value for the specified unconstrained input, incrementing the scalar reference with the log absolute Jacobian determinant. More...
 
template<typename T >
positive_free (const T &y)
 Return the unconstrained value corresponding to the specified positive-constrained value. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > positive_ordered_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
 Return an increasing positive ordered vector derived from the specified free vector. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > positive_ordered_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &lp)
 Return a positive valued, increasing positive ordered vector derived from the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > positive_ordered_free (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y)
 Return the vector of unconstrained scalars that transform to the specified positive ordered vector. More...
 
template<typename T >
std::enable_if< std::is_arithmetic< T >::value, T >::type primitive_value (T x)
 Return the value of the specified arithmetic argument unmodified with its own declared type. More...
 
template<typename T >
std::enable_if<!std::is_arithmetic< T >::value, double >::type primitive_value (const T &x)
 Return the primitive value of the specified argument. More...
 
template<typename T >
prob_constrain (const T &x)
 Return a probability value constrained to fall between 0 and 1 (inclusive) for the specified free scalar. More...
 
template<typename T >
prob_constrain (const T &x, T &lp)
 Return a probability value constrained to fall between 0 and 1 (inclusive) for the specified free scalar and increment the specified log probability reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T >
prob_free (const T &y)
 Return the free scalar that when transformed to a probability produces the specified scalar. More...
 
template<typename T >
prod (const std::vector< T > &v)
 Returns the product of the coefficients of the specified standard vector. More...
 
template<typename T , int R, int C>
prod (const Eigen::Matrix< T, R, C > &v)
 Returns the product of the coefficients of the specified column vector. More...
 
template<typename T1 , typename T2 , typename F >
common_type< T1, T2 >::type promote_common (const F &u)
 Return the result of promoting either a scalar or the scalar elements of a container to either of two specified types, as determined by stan::math::common_type. More...
 
template<typename T , typename S >
promote_scalar_type< T, S >::type promote_scalar (const S &x)
 This is the top-level function to call to promote the scalar types of an input of type S to type T. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > qr_Q (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the orthogonal factor of the fat QR decomposition. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > qr_R (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the upper triangular factor of the fat QR decomposition. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > qr_thin_Q (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the orthogonal factor of the thin QR decomposition. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > qr_thin_R (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the upper triangular factor of the thin QR decomposition. More...
 
template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix< T, CB, CB > quad_form (const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, CB > &B)
 Compute B^T A B. More...
 
template<int RA, int CA, int RB, typename T >
quad_form (const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, 1 > &B)
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, Eigen::Dynamic, Eigen::Dynamic > quad_form_diag (const Eigen::Matrix< T1, Eigen::Dynamic, Eigen::Dynamic > &mat, const Eigen::Matrix< T2, R, C > &vec)
 
template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix< T, CB, CB > quad_form_sym (const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, CB > &B)
 
template<int RA, int CA, int RB, typename T >
quad_form_sym (const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, 1 > &B)
 
template<typename C >
int rank (const C &v, int s)
 Return the number of components of v less than v[s]. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_corr_L (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, size_t K)
 Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_corr_L (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, size_t K, T &log_prob)
 Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_corr_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, size_t K)
 Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_corr_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, size_t K, T &log_prob)
 Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_cov_L (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const Eigen::Array< T, Eigen::Dynamic, 1 > &sds, T &log_prob)
 This is the function that should be called prior to evaluating the density of any elliptical distribution. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_cov_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const Eigen::Array< T, Eigen::Dynamic, 1 > &sds, T &log_prob)
 A generally worse alternative to call prior to evaluating the density of an elliptical distribution. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > read_cov_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const Eigen::Array< T, Eigen::Dynamic, 1 > &sds)
 Builds a covariance matrix from CPCs and standard deviations. More...
 
template<typename T >
std::vector< T > rep_array (const T &x, int n)
 
template<typename T >
std::vector< std::vector< T > > rep_array (const T &x, int m, int n)
 
template<typename T >
std::vector< std::vector< std::vector< T > > > rep_array (const T &x, int k, int m, int n)
 
template<typename T >
Eigen::Matrix< return_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > rep_matrix (const T &x, int m, int n)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > rep_matrix (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v, int n)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > rep_matrix (const Eigen::Matrix< T, 1, Eigen::Dynamic > &rv, int m)
 
template<typename T >
Eigen::Matrix< return_type_t< T >, 1, Eigen::Dynamic > rep_row_vector (const T &x, int m)
 
template<typename T >
Eigen::Matrix< return_type_t< T >, Eigen::Dynamic, 1 > rep_vector (const T &x, int n)
 
template<typename T >
void resize (T &x, std::vector< int > dims)
 Recursively resize the specified vector of vectors, which must bottom out at scalar values, Eigen vectors or Eigen matrices. More...
 
template<typename T >
std::vector< T > reverse (const std::vector< T > &x)
 Return a copy of the specified array in reversed order. More...
 
template<typename T , typename = require_eigen_vector_t<T>>
auto reverse (const T &x)
 Return a copy of the specified vector or row vector in reversed order. More...
 
template<typename T >
return_type_t< T > rising_factorial (const T &x, int n)
 Return the rising factorial function evaluated at the inputs. More...
 
double round (double x)
 Return the closest integer to the specified argument, with halfway cases rounded away from zero. More...
 
double round (int x)
 Return the closest integer to the specified argument, with halfway cases rounded away from zero. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto round (const T &x)
 Vectorized version of round. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto round (const Eigen::MatrixBase< Derived > &x)
 Version of round() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > row (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t i)
 Return the specified row of the specified matrix, using start-at-1 indexing. More...
 
template<typename T , int R, int C>
int rows (const Eigen::Matrix< T, R, C > &m)
 Return the number of rows in the specified matrix, vector, or row vector. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< double, R1, 1 > rows_dot_product (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 Returns the dot product of the specified vectors. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, 1 > rows_dot_self (const Eigen::Matrix< T, R, C > &x)
 Returns the dot product of each row of a matrix with itself. More...
 
template<int Cb>
Eigen::Matrix< double, -1, Cb > scale_matrix_exp_multiply (const double &t, const Eigen::MatrixXd &A, const Eigen::Matrix< double, -1, Cb > &B)
 Return product of exp(At) and B, where A is a NxN double matrix, B is a NxCb double matrix, and t is a double. More...
 
template<typename Tt , typename Ta , typename Tb , int Cb>
Eigen::Matrix< return_type_t< Tt, Ta, Tb >, -1, Cb > scale_matrix_exp_multiply (const Tt &t, const Eigen::Matrix< Ta, -1, -1 > &A, const Eigen::Matrix< Tb, -1, Cb > &B)
 Return product of exp(At) and B, where A is a NxN matrix, B is a NxCb matrix and t is a scalar. More...
 
void scaled_add (std::vector< double > &x, const std::vector< double > &y, double lambda)
 
template<typename T >
return_type_t< T > sd (const std::vector< T > &v)
 Returns the unbiased sample standard deviation of the coefficients in the specified column vector. More...
 
template<typename T , int R, int C>
return_type_t< T > sd (const Eigen::Matrix< T, R, C > &m)
 Returns the unbiased sample standard deviation of the coefficients in the specified vector, row vector, or matrix. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > segment (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v, size_t i, size_t n)
 Return the specified number of elements as a vector starting from the specified element - 1 of the specified vector. More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > segment (const Eigen::Matrix< T, 1, Eigen::Dynamic > &v, size_t i, size_t n)
 
template<typename T >
std::vector< T > segment (const std::vector< T > &sv, size_t i, size_t n)
 
template<typename T >
int sign (const T &z)
 
template<typename ADType , require_autodiff_t< ADType > ...>
bool signbit (ADType &&v)
 Return true if the specified argument is negative and false otherwise. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > simplex_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y)
 Return the simplex corresponding to the specified free vector. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > simplex_constrain (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y, T &lp)
 Return the simplex corresponding to the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > simplex_free (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
 Return an unconstrained vector that when transformed produces the specified simplex. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto sin (const T &x)
 Vectorized version of sin(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto sin (const Eigen::MatrixBase< Derived > &x)
 Version of sin() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > singular_values (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Return the vector of the singular values of the specified matrix in decreasing order of magnitude. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto sinh (const T &x)
 Vectorized version of sinh(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto sinh (const Eigen::MatrixBase< Derived > &x)
 Version of sinh() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto sinh (const Eigen::ArrayBase< Derived > &x)
 Version of acos() that accepts Eigen Array or array expressions. More...
 
template<typename T >
bool size_zero (T &x)
 Returns 1 if input is of length 0, returns 0 otherwise. More...
 
template<typename T , typename... Ts>
bool size_zero (T &x, Ts &&... xs)
 Returns 1 if any inputs are of length 0, returns 0 otherwise. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > softmax (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v)
 Return the softmax of the specified vector. More...
 
template<typename T >
std::vector< T > sort_asc (std::vector< T > xs)
 Return the specified standard vector in ascending order. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > sort_asc (Eigen::Matrix< T, R, C > xs)
 Return the specified vector in ascending order. More...
 
template<typename T >
std::vector< T > sort_desc (std::vector< T > xs)
 Return the specified standard vector in descending order. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > sort_desc (Eigen::Matrix< T, R, C > xs)
 Return the specified vector in descending order. More...
 
template<bool ascending, typename C >
std::vector< int > sort_indices (const C &xs)
 Return an integer array of indices of the specified container sorting the values in ascending or descending order based on the value of the first template prameter. More...
 
template<typename C >
std::vector< int > sort_indices_asc (const C &xs)
 Return a sorted copy of the argument container in ascending order. More...
 
template<typename C >
std::vector< int > sort_indices_desc (const C &xs)
 Return a sorted copy of the argument container in ascending order. More...
 
std::vector< double > spaced_array (int K, double low, double high)
 Return an array of linearly spaced elements. More...
 
Eigen::RowVectorXd spaced_row_vector (int K, double low, double high)
 Return a row vector of linearly spaced elements. More...
 
Eigen::VectorXd spaced_vector (int K, double low, double high)
 Return a vector of linearly spaced elements. More...
 
double sqrt (int x)
 Return the square root of the specified argument. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto sqrt (const T &x)
 Vectorized version of sqrt(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto sqrt (const Eigen::MatrixBase< Derived > &x)
 Version of sqrt() that accepts Eigen Matrix or matrix expressions. More...
 
double square (double x)
 Return the square of the specified argument. More...
 
template<typename T >
auto square (const T &x)
 Vectorized version of square(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto square (const Eigen::MatrixBase< Derived > &x)
 Version of square() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T1 , typename T2 >
return_type_t< T1, T2 > squared_distance (const T1 &x1, const T2 &x2)
 Returns the squared distance. More...
 
template<int R, int C>
double squared_distance (const Eigen::Matrix< double, R, C > &v1, const Eigen::Matrix< double, R, C > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<int R1, int C1, int R2, int C2>
double squared_distance (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 Returns the squared distance between the specified vectors of the same dimensions. More...
 
template<typename T >
void stan_print (std::ostream *o, const T &x)
 
template<typename T >
void stan_print (std::ostream *o, const std::vector< T > &x)
 
template<typename T >
void stan_print (std::ostream *o, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
 
template<typename T >
void stan_print (std::ostream *o, const Eigen::Matrix< T, 1, Eigen::Dynamic > &x)
 
template<typename T >
void stan_print (std::ostream *o, const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x)
 
template<typename T >
double step (const T &y)
 The step, or Heaviside, function. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > sub_col (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t i, size_t j, size_t nrows)
 Return a nrows x 1 subcolumn starting at (i-1, j-1). More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > sub_row (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t i, size_t j, size_t ncols)
 Return a 1 x nrows subrow starting at (i-1, j-1). More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > subtract (const Eigen::Matrix< T1, R, C > &m1, const Eigen::Matrix< T2, R, C > &m2)
 Return the result of subtracting the second specified matrix from the first specified matrix. More...
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > subtract (const T1 &c, const Eigen::Matrix< T2, R, C > &m)
 
template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix< return_type_t< T1, T2 >, R, C > subtract (const Eigen::Matrix< T1, R, C > &m, const T2 &c)
 
double sum (double v)
 Returns specified input value. More...
 
int sum (int v)
 Returns specified input value. More...
 
template<typename T >
sum (const std::vector< T > &xs)
 Return the sum of the values in the specified standard vector. More...
 
template<typename Derived >
Eigen::DenseBase< Derived >::Scalar sum (const Eigen::DenseBase< Derived > &v)
 Returns the sum of the coefficients of the specified Eigen Matrix, Array or expression. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > tail (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &v, size_t n)
 Return the specified number of elements as a vector from the back of the specified vector. More...
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > tail (const Eigen::Matrix< T, 1, Eigen::Dynamic > &rv, size_t n)
 Return the specified number of elements as a row vector from the back of the specified row vector. More...
 
template<typename T >
std::vector< T > tail (const std::vector< T > &sv, size_t n)
 Return the specified number of elements as a standard vector from the back of the specified standard vector. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto tan (const T &x)
 Vectorized version of tan(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto tan (const Eigen::MatrixBase< Derived > &x)
 Version of tan() that accepts Eigen Matrix or matrix expressions. More...
 
template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto tanh (const T &x)
 Vectorized version of tanh(). More...
 
template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto tanh (const Eigen::MatrixBase< Derived > &x)
 Version of tanh() that accepts Eigen Matrix or matrix expressions. More...
 
template<int R, int C>
Eigen::MatrixXd tcrossprod (const Eigen::Matrix< double, R, C > &M)
 Returns the result of post-multiplying a matrix by its own transpose. More...
 
double tgamma (double x)
 Return the gamma function applied to the specified argument. More...
 
template<typename T >
auto tgamma (const T &x)
 Vectorized version of tgamma(). More...
 
template<typename T , int R, int C>
std::vector< T > to_array_1d (const Eigen::Matrix< T, R, C > &matrix)
 
template<typename T >
std::vector< T > to_array_1d (const std::vector< T > &x)
 
template<typename T >
std::vector< typename scalar_type< T >::type > to_array_1d (const std::vector< std::vector< T > > &x)
 
template<typename T >
std::vector< std::vector< T > > to_array_2d (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &matrix)
 
template<typename T , int R, int C>
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const Eigen::Matrix< T, R, C > &x)
 Returns a matrix with dynamic dimensions constructed from an Eigen matrix which is either a row vector, column vector, or matrix. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const std::vector< Eigen::Matrix< T, 1, Eigen::Dynamic > > &x)
 Returns a matrix representation of a standard vector of Eigen row vectors with the same dimensions and indexing order. More...
 
template<typename T >
Eigen::Matrix< return_type_t< T, double >, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const std::vector< std::vector< T > > &x)
 Returns a matrix representation of the standard vector of standard vectors with the same dimensions and indexing order. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const Eigen::Matrix< T, R, C > &x, int m, int n)
 Returns a matrix representation of the vector in column-major order with the specified number of rows and columns. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const std::vector< T > &x, int m, int n)
 Returns a matrix representation of the vector in column-major order with the specified number of rows and columns. More...
 
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const std::vector< int > &x, int m, int n)
 Returns a matrix representation of the vector in column-major order with the specified number of rows and columns. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const Eigen::Matrix< T, R, C > &x, int m, int n, bool col_major)
 Returns a matrix representation of the vector in column-major order with the specified number of rows and columns. More...
 
template<typename T >
Eigen::Matrix< return_type_t< T, double >, Eigen::Dynamic, Eigen::Dynamic > to_matrix (const std::vector< T > &x, int m, int n, bool col_major)
 Returns a matrix representation of the vector in column-major order with the specified number of rows and columns. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, 1, Eigen::Dynamic > to_row_vector (const Eigen::Matrix< T, R, C > &matrix)
 
template<typename T >
Eigen::Matrix< T, 1, Eigen::Dynamic > to_row_vector (const std::vector< T > &vec)
 
Eigen::Matrix< double, 1, Eigen::Dynamic > to_row_vector (const std::vector< int > &vec)
 
template<typename T , int R, int C>
Eigen::Matrix< T, Eigen::Dynamic, 1 > to_vector (const Eigen::Matrix< T, R, C > &matrix)
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > to_vector (const std::vector< T > &vec)
 
Eigen::Matrix< double, Eigen::Dynamic, 1 > to_vector (const std::vector< int > &vec)
 
template<typename T >
trace (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
 Returns the trace of the specified matrix. More...
 
template<typename T >
trace (const T &m)
 
template<typename T1 , typename T2 , typename T3 , int R1, int C1, int R2, int C2, int R3, int C3, typename = require_all_not_var_t<T1, T2, T3>>
return_type_t< T1, T2, T3 > trace_gen_inv_quad_form_ldlt (const Eigen::Matrix< T1, R1, C1 > &D, const LDLT_factor< T2, R2, C2 > &A, const Eigen::Matrix< T3, R3, C3 > &B)
 
template<typename TD , int RD, int CD, typename TA , int RA, int CA, typename TB , int RB, int CB, typename = require_all_not_var_t<TD, TA, TB>>
return_type_t< TD, TA, TB > trace_gen_quad_form (const Eigen::Matrix< TD, RD, CD > &D, const Eigen::Matrix< TA, RA, CA > &A, const Eigen::Matrix< TB, RB, CB > &B)
 Return the trace of D times the quadratic form of B and A. More...
 
template<int RD, int CD, int RA, int CA, typename TB , int RB, int CB>
double trace_gen_quad_form (const Eigen::Matrix< double, RD, CD > &D, const Eigen::Matrix< double, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
 Return the trace of D times the quadratic form of B and A. More...
 
template<typename T1 , typename T2 , int R2, int C2, int R3, int C3, typename = require_all_not_var_t<T1, T2>>
return_type_t< T1, T2 > trace_inv_quad_form_ldlt (const LDLT_factor< T1, R2, C2 > &A, const Eigen::Matrix< T2, R3, C3 > &B)
 
template<int RA, int CA, int RB, int CB>
double trace_quad_form (const Eigen::Matrix< double, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
 Compute trace(B^T A B). More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, C, R > transpose (const Eigen::Matrix< T, R, C > &m)
 
template<typename T >
trigamma_impl (const T &x)
 Return the trigamma function applied to the argument. More...
 
double trigamma (double u)
 Return the second derivative of the log Gamma function evaluated at the specified argument. More...
 
double trigamma (int u)
 Return the second derivative of the log Gamma function evaluated at the specified argument. More...
 
template<typename T >
auto trigamma (const T &x)
 Return the elementwise application of trigamma() to specified argument container. More...
 
double trunc (double x)
 Return the nearest integral value that is not larger in magnitude than the specified argument. More...
 
double trunc (int x)
 Return the nearest integral value that is not larger in magnitude than the specified argument. More...
 
template<typename T >
auto trunc (const T &x)
 Return the elementwise application of trunc() to specified argument container. More...
 
template<typename T , typename U >
return_type_t< T, U > ub_constrain (const T &x, const U &ub)
 Return the upper-bounded value for the specified unconstrained scalar and upper bound. More...
 
template<typename T , typename U >
return_type_t< T, U > ub_constrain (const T &x, const U &ub, T &lp)
 Return the upper-bounded value for the specified unconstrained scalar and upper bound and increment the specified log probability reference with the log absolute Jacobian determinant of the transform. More...
 
template<typename T , typename U >
return_type_t< T, U > ub_free (const T &y, const U &ub)
 Return the free scalar that corresponds to the specified upper-bounded value with respect to the specified upper bound. More...
 
Eigen::VectorXd uniform_simplex (int K)
 Return a uniform simplex of size K. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > unit_vector_constrain (const Eigen::Matrix< T, R, C > &y)
 Return the unit length vector corresponding to the free vector y. More...
 
template<typename T , int R, int C>
Eigen::Matrix< T, R, C > unit_vector_constrain (const Eigen::Matrix< T, R, C > &y, T &lp)
 Return the unit length vector corresponding to the free vector y. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, 1 > unit_vector_free (const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x)
 Transformation of a unit length vector to a "free" vector However, we are just fixing the unidentified radius to 1. More...
 
template<typename T >
double value_of (const T x)
 Return the value of the specified scalar argument converted to a double value. More...
 
template<>
double value_of< double > (double x)
 Return the specified argument. More...
 
int value_of (int x)
 Return the specified argument. More...
 
template<typename T >
std::vector< typename child_type< T >::type > value_of (const std::vector< T > &x)
 Convert a std::vector of type T to a std::vector of child_type<T>::type. More...
 
const std::vector< double > & value_of (const std::vector< double > &x)
 Return the specified argument. More...
 
const std::vector< int > & value_of (const std::vector< int > &x)
 Return the specified argument. More...
 
template<typename T , int R, int C>
Eigen::Matrix< typename child_type< T >::type, R, C > value_of (const Eigen::Matrix< T, R, C > &M)
 Convert a matrix of type T to a matrix of doubles. More...
 
template<int R, int C>
const Eigen::Matrix< double, R, C > & value_of (const Eigen::Matrix< double, R, C > &x)
 Return the specified argument. More...
 
template<int R, int C>
const Eigen::Matrix< int, R, C > & value_of (const Eigen::Matrix< int, R, C > &x)
 Return the specified argument. More...
 
template<typename T , typename = require_stan_scalar_t<T>>
double value_of_rec (const T x)
 Return the value of the specified scalar argument converted to a double value. More...
 
double value_of_rec (double x)
 Return the specified argument. More...
 
template<typename T >
std::vector< double > value_of_rec (const std::vector< T > &x)
 Convert a std::vector of type T to a std::vector of doubles. More...
 
const std::vector< double > & value_of_rec (const std::vector< double > &x)
 Return the specified argument. More...
 
template<typename T , typename = require_not_same_st<T, double>, typename = require_eigen_t<T>>
auto value_of_rec (const T &M)
 Convert a matrix of type T to a matrix of doubles. More...
 
template<typename T , typename = require_same_st<T, double>, typename = require_eigen_t<T>>
const T & value_of_rec (const T &x)
 Return the specified argument. More...
 
template<typename T >
return_type_t< T > variance (const std::vector< T > &v)
 Returns the sample variance (divide by length - 1) of the coefficients in the specified standard vector. More...
 
template<typename T , int R, int C>
return_type_t< T > variance (const Eigen::Matrix< T, R, C > &m)
 Returns the sample variance (divide by length - 1) of the coefficients in the specified matrix. More...
 
template<typename T >
const std::vector< T > & vec_concat (const std::vector< T > &v1)
 Ends the recursion to extract the event stack. More...
 
template<typename T , typename... Args>
const std::vector< T > vec_concat (const std::vector< T > &v1, const Args... args)
 Get the event stack from a vector of events and other arguments. More...
 
std::vector< double > zeros_array (int K)
 Return an array of zeros. More...
 
std::vector< int > zeros_int_array (int K)
 Return an integer array of zeros. More...
 
Eigen::RowVectorXd zeros_row_vector (int K)
 Return a row vector of zeros. More...
 
Eigen::VectorXd zeros_vector (int K)
 Return a vector of zeros. More...
 
template<typename F >
void finite_diff_gradient (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, double epsilon=1e-03)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference. More...
 
template<typename F >
void finite_diff_gradient_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference. More...
 
template<typename F >
void finite_diff_hessian (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, Eigen::MatrixXd &hess_fx, double epsilon=1e-03)
 Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference with the specified perturbation step size. More...
 
template<typename F >
void finite_diff_hessian_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, Eigen::MatrixXd &hess_fx)
 Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference, automatically setting the stepsize between the function evaluations along a dimension. More...
 
template<typename F >
double finite_diff_hessian_helper (const F &f, const Eigen::VectorXd &x, int i, double epsilon=1e-03)
 Return the subcalculation required by finite_diff_hessian and finite_diff_hessian_auto. More...
 
template<typename F >
double integrate (const F &f, double a, double b, double relative_tolerance)
 Integrate a single variable function f from a to b to within a specified relative tolerance. More...
 
template<typename F >
double integrate_1d (const F &f, const double a, const double b, const std::vector< double > &theta, const std::vector< double > &x_r, const std::vector< int > &x_i, std::ostream *msgs, const double relative_tolerance=std::sqrt(EPSILON))
 Compute the integral of the single variable function f from a to b to within a specified relative tolerance. More...
 
template<typename F , typename T1 , typename T2 , typename T_t0 , typename T_ts >
std::vector< std::vector< return_type_t< T1, T2, T_t0, T_ts > > > integrate_ode_rk45 (const F &f, const std::vector< T1 > &y0, const T_t0 &t0, const std::vector< T_ts > &ts, const std::vector< T2 > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-6, double absolute_tolerance=1e-6, int max_num_steps=1E6)
 Return the solutions for the specified system of ordinary differential equations given the specified initial state, initial times, times of desired solution, and parameters and data, writing error and warning messages to the specified stream. More...
 
template<int call_id, typename F , typename T_shared_param , typename T_job_param >
Eigen::Matrix< return_type_t< T_shared_param, T_job_param >, Eigen::Dynamic, 1 > map_rect (const Eigen::Matrix< T_shared_param, Eigen::Dynamic, 1 > &shared_params, const std::vector< Eigen::Matrix< T_job_param, Eigen::Dynamic, 1 >> &job_params, const std::vector< std::vector< double >> &x_r, const std::vector< std::vector< int >> &x_i, std::ostream *msgs=nullptr)
 Map N function evaluations to parameters and data which are in rectangular format. More...
 
std::vector< int > mpi_map_chunks (std::size_t num_jobs, std::size_t chunk_size=1)
 Maps jobs of given chunk size to workers and returning a vector of counts. More...
 
template<typename T >
std::unique_lock< std::mutex > mpi_broadcast_command ()
 Broadcasts default constructible commands to the cluster. More...
 
std::unique_lock< std::mutex > mpi_broadcast_command (std::shared_ptr< mpi_command > &command)
 Broadcasts a command instance to the listening cluster. More...
 
template<typename T , typename = require_stan_scalar_t<T>>
const T & as_array_or_scalar (const T &v)
 Returns specified input value. More...
 
template<typename T , typename = require_eigen_t<T>>
auto as_array_or_scalar (const T &v)
 Converts a matrix type to an array. More...
 
template<typename T >
Eigen::Map< const Eigen::Array< T, Eigen::Dynamic, 1 > > as_array_or_scalar (const std::vector< T > &v)
 Converts a std::vector type to an array. More...
 
template<typename T , typename = require_stan_scalar_t<T>>
const T & as_column_vector_or_scalar (const T &a)
 Converts input argument to a column vector or a scalar. More...
 
template<typename T , typename = require_t<is_eigen_col_vector<T>>>
const auto & as_column_vector_or_scalar (const T &a)
 Converts input argument to a column vector or a scalar. More...
 
template<typename T , typename = require_t<is_eigen_row_vector<T>>>
auto as_column_vector_or_scalar (const T &a)
 Converts input argument to a column vector or a scalar. More...
 
template<typename T >
Eigen::Map< const Eigen::Matrix< T, Eigen::Dynamic, 1 > > as_column_vector_or_scalar (const std::vector< T > &a)
 Converts input argument to a column vector or a scalar. More...
 
template<typename T_desired , typename T_actual , typename = std::enable_if_t<std::is_convertible<T_actual, T_desired>::value && !is_eigen<T_desired>::value>>
T_actual && forward_as (T_actual &&a)
 Assume which type we get. More...
 
template<typename T_desired , typename T_actual , typename = std::enable_if_t<!std::is_convertible<T_actual, T_desired>::value>>
T_desired forward_as (const T_actual &a)
 Assume which type we get. More...
 
template<typename T_desired , typename T_actual , typename = std::enable_if_t< std::is_convertible<T_actual, T_desired>::value && static_cast< int>(T_desired::RowsAtCompileTime) == static_cast<int>(T_actual::RowsAtCompileTime) && static_cast<int>(T_desired::ColsAtCompileTime) == static_cast<int>(T_actual::ColsAtCompileTime)>, typename = void>
T_actual && forward_as (T_actual &&a)
 Assume which type we get. More...
 
template<typename T_desired , typename T_actual , typename = std::enable_if_t< !std::is_convertible<T_actual, T_desired>::value || static_cast<int>(T_desired::RowsAtCompileTime) != static_cast<int>(T_actual::RowsAtCompileTime) || static_cast<int>(T_desired::ColsAtCompileTime) != static_cast<int>(T_actual::ColsAtCompileTime)>, typename = void>
T_desired forward_as (const T_actual &a)
 Assume which type we get. More...
 
template<std::size_t N, class F >
constexpr auto index_apply (F f)
 Calls given callable with an index sequence. More...
 
template<typename T1 , typename T2 >
size_t max_size (const T1 &x1, const T2 &x2)
 
template<typename T1 , typename T2 , typename T3 >
size_t max_size (const T1 &x1, const T2 &x2, const T3 &x3)
 
template<typename T1 , typename T2 , typename T3 , typename T4 >
size_t max_size (const T1 &x1, const T2 &x2, const T3 &x3, const T4 &x4)
 
template<typename T1 , typename T2 , typename T3 , typename T4 , typename T5 >
size_t max_size (const T1 &x1, const T2 &x2, const T3 &x3, const T4 &x4, const T5 &x5)
 
template<typename T1 , typename T2 >
size_t max_size_mvt (const T1 &x1, const T2 &x2)
 
template<typename T1 , typename T2 , typename T3 >
size_t max_size_mvt (const T1 &x1, const T2 &x2, const T3 &x3)
 
template<typename T1 , typename T2 , typename T3 , typename T4 >
size_t max_size_mvt (const T1 &x1, const T2 &x2, const T3 &x3, const T4 &x4)
 
template<typename T , typename = require_stan_scalar_t<T>>
size_t size (const T &)
 Returns the length of primitive scalar types that are always of length 1. More...
 
template<typename T , typename = require_not_stan_scalar_t<T>, typename = void>
size_t size (const T &m)
 Returns the size of the provided Eigen matrix, expression or std::vector. More...
 
template<typename T >
size_t size_mvt (const T &)
 Provides the size of a multivariate argument. More...
 
template<typename T , int R, int C>
size_t size_mvt (const Eigen::Matrix< T, R, C > &)
 
template<typename T , int R, int C>
size_t size_mvt (const std::vector< Eigen::Matrix< T, R, C > > &x)
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_ccdf_log (const T_n &n, const T_prob &theta)
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_cdf (const T_n &n, const T_prob &theta)
 Returns the CDF of the Bernoulli distribution. More...
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_cdf_log (const T_n &n, const T_prob &theta)
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_lccdf (const T_n &n, const T_prob &theta)
 Returns the log CCDF of the Bernoulli distribution. More...
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_lcdf (const T_n &n, const T_prob &theta)
 Returns the log CDF of the Bernoulli distribution. More...
 
template<bool propto, typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_log (const T_n &n, const T_prob &theta)
 
template<typename T_y , typename T_prob >
return_type_t< T_prob > bernoulli_log (const T_y &n, const T_prob &theta)
 
template<bool propto, typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_alpha, T_beta > bernoulli_logit_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_alpha, T_beta > bernoulli_logit_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha , typename T_beta >
return_type_t< T_x_scalar, T_alpha, T_beta > bernoulli_logit_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const T_alpha &alpha, const T_beta &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with Bernoulli distribution and logit link function. More...
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_beta, T_alpha > bernoulli_logit_glm_lpmf (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<typename T_x , typename T_alpha , typename T_beta , class RNG >
VectorBuilder< true, int, T_alpha >::type bernoulli_logit_glm_rng (const T_x &x, const T_alpha &alpha, const T_beta &beta, RNG &rng)
 Returns a draw from the Generalized Linear Model (GLM) with Bernoulli distribution and logit link function. More...
 
template<bool propto, typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_logit_log (const T_n &n, const T_prob &theta)
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_logit_log (const T_n &n, const T_prob &theta)
 
template<bool propto, typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_logit_lpmf (const T_n &n, const T_prob &theta)
 Returns the log PMF of the logit-parametrized Bernoulli distribution. More...
 
template<typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_logit_lpmf (const T_n &n, const T_prob &theta)
 
template<typename T_t , class RNG >
VectorBuilder< true, int, T_t >::type bernoulli_logit_rng (const T_t &t, RNG &rng)
 Return a Bernoulli random variate with logit-parameterized chance of success using the specified random number generator. More...
 
template<bool propto, typename T_n , typename T_prob >
return_type_t< T_prob > bernoulli_lpmf (const T_n &n, const T_prob &theta)
 Returns the log PMF of the Bernoulli distribution. More...
 
template<typename T_y , typename T_prob >
return_type_t< T_prob > bernoulli_lpmf (const T_y &n, const T_prob &theta)
 
template<typename T_theta , class RNG >
VectorBuilder< true, int, T_theta >::type bernoulli_rng (const T_theta &theta, RNG &rng)
 Return a Bernoulli random variate with specified chance of success parameter using the specified random number generator. More...
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_ccdf_log (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_cdf (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 Returns the CDF of the Beta-Binomial distribution with given population size, prior success, and prior failure parameters. More...
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_cdf_log (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_lccdf (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 Returns the log CCDF of the Beta-Binomial distribution with given population size, prior success, and prior failure parameters. More...
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_lcdf (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 Returns the log CDF of the Beta-Binomial distribution with given population size, prior success, and prior failure parameters. More...
 
template<bool propto, typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_log (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_log (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 
template<bool propto, typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_lpmf (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 Returns the log PMF of the Beta-Binomial distribution with given population size, prior success, and prior failure parameters. More...
 
template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t< T_size1, T_size2 > beta_binomial_lpmf (const T_n &n, const T_N &N, const T_size1 &alpha, const T_size2 &beta)
 
template<typename T_N , typename T_shape1 , typename T_shape2 , class RNG >
VectorBuilder< true, int, T_N, T_shape1, T_shape2 >::type beta_binomial_rng (const T_N &N, const T_shape1 &alpha, const T_shape2 &beta, RNG &rng)
 Return a beta-binomial random variate with the specified population size, success, and failure parameters using the given random number generator. More...
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_ccdf_log (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_cdf (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 Calculates the beta cumulative distribution function for the given variate and scale variables. More...
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_cdf_log (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_lccdf (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 Returns the beta log complementary cumulative distribution function for the given probability, success, and failure parameters. More...
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_lcdf (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 Returns the beta log cumulative distribution function for the given probability, success, and failure parameters. More...
 
template<bool propto, typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_log (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 The log of the beta density for the specified scalar(s) given the specified sample size(s). More...
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_log (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 
template<bool propto, typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_lpdf (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 The log of the beta density for the specified scalar(s) given the specified sample size(s). More...
 
template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t< T_y, T_scale_succ, T_scale_fail > beta_lpdf (const T_y &y, const T_scale_succ &alpha, const T_scale_fail &beta)
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_ccdf_log (const T_y &y, const T_loc &mu, const T_prec &kappa)
 Returns the beta log complementary cumulative distribution function for specified probability, location, and precision parameters: beta_proportion_lccdf(y | mu, kappa) = beta_lccdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_cdf_log (const T_y &y, const T_loc &mu, const T_prec &kappa)
 Returns the beta log cumulative distribution function for specified probability, location, and precision parameters: beta_proportion_lcdf(y | mu, kappa) = beta_lcdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_lccdf (const T_y &y, const T_loc &mu, const T_prec &kappa)
 Returns the beta log complementary cumulative distribution function for specified probability, location, and precision parameters: beta_proportion_lccdf(y | mu, kappa) = beta_lccdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_lcdf (const T_y &y, const T_loc &mu, const T_prec &kappa)
 Returns the beta log cumulative distribution function for specified probability, location, and precision parameters: beta_proportion_lcdf(y | mu, kappa) = beta_lcdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<bool propto, typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_log (const T_y &y, const T_loc &mu, const T_prec &kappa)
 The log of the beta density for specified y, location, and precision: beta_proportion_lpdf(y | mu, kappa) = beta_lpdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_log (const T_y &y, const T_loc &mu, const T_prec &kappa)
 
template<bool propto, typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_lpdf (const T_y &y, const T_loc &mu, const T_prec &kappa)
 The log of the beta density for specified y, location, and precision: beta_proportion_lpdf(y | mu, kappa) = beta_lpdf(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_y , typename T_loc , typename T_prec >
return_type_t< T_y, T_loc, T_prec > beta_proportion_lpdf (const T_y &y, const T_loc &mu, const T_prec &kappa)
 
template<typename T_loc , typename T_prec , class RNG >
VectorBuilder< true, double, T_loc, T_prec >::type beta_proportion_rng (const T_loc &mu, const T_prec &kappa, RNG &rng)
 Return a Beta random variate specified probability, location, and precision parameters: beta_proportion_rng(y | mu, kappa) = beta_rng(y | mu * kappa, (1 - mu) * kappa). More...
 
template<typename T_shape1 , typename T_shape2 , class RNG >
VectorBuilder< true, double, T_shape1, T_shape2 >::type beta_rng (const T_shape1 &alpha, const T_shape2 &beta, RNG &rng)
 Return a Beta random variate with the supplied success and failure parameters using the given random number generator. More...
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_ccdf_log (const T_n &n, const T_N &N, const T_prob &theta)
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_cdf (const T_n &n, const T_N &N, const T_prob &theta)
 Returns the CDF for the binomial distribution evaluated at the specified success, population size, and chance of success. More...
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_cdf_log (const T_n &n, const T_N &N, const T_prob &theta)
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_lccdf (const T_n &n, const T_N &N, const T_prob &theta)
 Returns the log CCDF for the binomial distribution evaluated at the specified success, population size, and chance of success. More...
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_lcdf (const T_n &n, const T_N &N, const T_prob &theta)
 Returns the log CDF for the binomial distribution evaluated at the specified success, population size, and chance of success. More...
 
template<bool propto, typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_log (const T_n &n, const T_N &N, const T_prob &theta)
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_log (const T_n &n, const T_N &N, const T_prob &theta)
 
template<bool propto, typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_logit_log (const T_n &n, const T_N &N, const T_prob &alpha)
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_logit_log (const T_n &n, const T_N &N, const T_prob &alpha)
 
template<bool propto, typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_logit_lpmf (const T_n &n, const T_N &N, const T_prob &alpha)
 Binomial log PMF in logit parametrization. More...
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_logit_lpmf (const T_n &n, const T_N &N, const T_prob &alpha)
 
template<bool propto, typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_lpmf (const T_n &n, const T_N &N, const T_prob &theta)
 Returns the log PMF for the binomial distribution evaluated at the specified success, population size, and chance of success. More...
 
template<typename T_n , typename T_N , typename T_prob >
return_type_t< T_prob > binomial_lpmf (const T_n &n, const T_N &N, const T_prob &theta)
 
template<typename T_N , typename T_theta , class RNG >
VectorBuilder< true, int, T_N, T_theta >::type binomial_rng (const T_N &N, const T_theta &theta, RNG &rng)
 Return a pseudorandom binomial random variable for the given population size and chance of success parameters using the specified random number generator. More...
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_log (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_log (const typename math::index_type< Eigen::VectorXd >::type n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha_scalar , typename T_beta_scalar >
return_type_t< T_x_scalar, T_alpha_scalar, T_beta_scalar > categorical_logit_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &alpha, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with categorical distribution and logit (softmax) link function. More...
 
template<typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha_scalar , typename T_beta_scalar >
return_type_t< T_x_scalar, T_alpha_scalar, T_beta_scalar > categorical_logit_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &alpha, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &beta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_logit_log (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_logit_log (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_logit_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_logit_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_logit_lpmf (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_logit_lpmf (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_logit_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_logit_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &beta)
 
template<class RNG >
int categorical_logit_rng (const Eigen::VectorXd &beta, RNG &rng)
 Return a draw from a Categorical distribution given a a vector of unnormalized log probabilities and a psuedo-random number generator. More...
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_lpmf (int n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_lpmf (const typename math::index_type< Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > >::type n, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > categorical_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > categorical_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<class RNG >
int categorical_rng (const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, RNG &rng)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the cauchy cumulative distribution function for the given location, and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the cauchy log complementary cumulative distribution function for the given location, and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the cauchy log cumulative distribution function for the given location, and scale. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 The log of the Cauchy density for the specified scalar(s) given the specified location parameter(s) and scale parameter(s). More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 The log of the Cauchy density for the specified scalar(s) given the specified location parameter(s) and scale parameter(s). More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > cauchy_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type cauchy_rng (const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a Cauchy random variate for the given location and scale using the specified random number generator. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_ccdf_log (const T_y &y, const T_dof &nu)
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_cdf (const T_y &y, const T_dof &nu)
 Returns the chi square cumulative distribution function for the given variate and degrees of freedom. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_cdf_log (const T_y &y, const T_dof &nu)
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_lccdf (const T_y &y, const T_dof &nu)
 Returns the chi square log complementary cumulative distribution function for the given variate and degrees of freedom. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_lcdf (const T_y &y, const T_dof &nu)
 Returns the chi square log cumulative distribution function for the given variate and degrees of freedom. More...
 
template<bool propto, typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_log (const T_y &y, const T_dof &nu)
 The log of a chi-squared density for y with the specified degrees of freedom parameter. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_log (const T_y &y, const T_dof &nu)
 
template<bool propto, typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_lpdf (const T_y &y, const T_dof &nu)
 The log of a chi-squared density for y with the specified degrees of freedom parameter. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > chi_square_lpdf (const T_y &y, const T_dof &nu)
 
template<typename T_deg , class RNG >
VectorBuilder< true, double, T_deg >::type chi_square_rng (const T_deg &nu, RNG &rng)
 Return a chi squared random variate with nu degrees of freedom using the specified random number generator. More...
 
template<bool propto, typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_log (const T_prob &theta, const T_prior_size &alpha)
 The log of the Dirichlet density for the given theta and a vector of prior sample sizes, alpha. More...
 
template<typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_log (const T_prob &theta, const T_prior_size &alpha)
 
template<bool propto, typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_lpdf (const T_prob &theta, const T_prior_size &alpha)
 The log of the Dirichlet density for the given theta and a vector of prior sample sizes, alpha. More...
 
template<typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_lpdf (const T_prob &theta, const T_prior_size &alpha)
 
template<bool propto, typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_lpmf (const T_prob &theta, const T_prior_size &alpha)
 
template<typename T_prob , typename T_prior_size >
return_type_t< T_prob, T_prior_size > dirichlet_lpmf (const T_prob &theta, const T_prior_size &alpha)
 
template<class RNG >
Eigen::VectorXd dirichlet_rng (const Eigen::Matrix< double, Eigen::Dynamic, 1 > &alpha, RNG &rng)
 Return a draw from a Dirichlet distribution with specified parameters and pseudo-random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the double exponential cumulative density function. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the double exponential log complementary cumulative density function. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the double exponential log cumulative density function. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Returns the double exponential log probability density function. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > double_exponential_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type double_exponential_rng (const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a double exponential random variate with the given location and scale using the specified random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t< T_y, T_loc, T_scale, T_inv_scale > exp_mod_normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda)
 
template<typename T_loc , typename T_scale , typename T_inv_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale, T_inv_scale >::type exp_mod_normal_rng (const T_loc &mu, const T_scale &sigma, const T_inv_scale &lambda, RNG &rng)
 Return an exponentially modified normal random variate for the given location, scale, and inverse scale using the specified random number generator. More...
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_ccdf_log (const T_y &y, const T_inv_scale &beta)
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_cdf (const T_y &y, const T_inv_scale &beta)
 Calculates the exponential cumulative distribution function for the given y and beta. More...
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_cdf_log (const T_y &y, const T_inv_scale &beta)
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_lccdf (const T_y &y, const T_inv_scale &beta)
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_lcdf (const T_y &y, const T_inv_scale &beta)
 
template<bool propto, typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_log (const T_y &y, const T_inv_scale &beta)
 The log of an exponential density for y with the specified inverse scale parameter. More...
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_log (const T_y &y, const T_inv_scale &beta)
 
template<bool propto, typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_lpdf (const T_y &y, const T_inv_scale &beta)
 The log of an exponential density for y with the specified inverse scale parameter. More...
 
template<typename T_y , typename T_inv_scale >
return_type_t< T_y, T_inv_scale > exponential_lpdf (const T_y &y, const T_inv_scale &beta)
 
template<typename T_inv , class RNG >
VectorBuilder< true, double, T_inv >::type exponential_rng (const T_inv &beta, RNG &rng)
 Return a exponential random variate with inverse scale beta using the specified random number generator. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_ccdf_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_cdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_cdf_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_lccdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_lcdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_lpdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > frechet_lpdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_shape , typename T_scale , class RNG >
VectorBuilder< true, double, T_shape, T_scale >::type frechet_rng (const T_shape &alpha, const T_scale &sigma, RNG &rng)
 Return a pseudorandom Frechet variate for the given shape and scale parameters using the specified random number generator. More...
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_ccdf_log (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_cdf (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 The cumulative density function for a gamma distribution for y with the specified shape and inverse scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_cdf_log (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_lccdf (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_lcdf (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<bool propto, typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_log (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 The log of a gamma density for y with the specified shape and inverse scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_log (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<bool propto, typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_lpdf (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 The log of a gamma density for y with the specified shape and inverse scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t< T_y, T_shape, T_inv_scale > gamma_lpdf (const T_y &y, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_shape , typename T_inv , class RNG >
VectorBuilder< true, double, T_shape, T_inv >::type gamma_rng (const T_shape &alpha, const T_inv &beta, RNG &rng)
 Return a gamma random variate for the given shape and inverse scale parameters using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, Eigen::Dynamic > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 The log of a Gaussian dynamic linear model (GDLM). More...
 
template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, Eigen::Dynamic > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 
template<bool propto, typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, 1 > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 The log of a Gaussian dynamic linear model (GDLM) with uncorrelated observation disturbances. More...
 
template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, 1 > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 
template<bool propto, typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, Eigen::Dynamic > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 The log of a Gaussian dynamic linear model (GDLM). More...
 
template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, Eigen::Dynamic > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 
template<bool propto, typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, 1 > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 The log of a Gaussian dynamic linear model (GDLM) with uncorrelated observation disturbances. More...
 
template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, return_type_t< T_F, T_G, T_V, T_W, T_m0, T_C0 > > gaussian_dlm_obs_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &F, const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &G, const Eigen::Matrix< T_V, Eigen::Dynamic, 1 > &V, const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &W, const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &m0, const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &C0)
 
template<class RNG >
Eigen::MatrixXd gaussian_dlm_obs_rng (const Eigen::MatrixXd &F, const Eigen::MatrixXd &G, const Eigen::MatrixXd &V, const Eigen::MatrixXd &W, const Eigen::VectorXd &m0, const Eigen::MatrixXd &C0, const int T, RNG &rng)
 Simulate random draw from Gaussian dynamic linear model (GDLM). More...
 
template<class RNG >
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > gaussian_dlm_obs_rng (const Eigen::MatrixXd &F, const Eigen::MatrixXd &G, const Eigen::VectorXd &V, const Eigen::MatrixXd &W, const Eigen::VectorXd &m0, const Eigen::MatrixXd &C0, const int T, RNG &rng)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &beta)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_cdf (const T_y &y, const T_loc &mu, const T_scale &beta)
 Returns the Gumbel distribution cumulative distribution for the given location and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_cdf_log (const T_y &y, const T_loc &mu, const T_scale &beta)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_lccdf (const T_y &y, const T_loc &mu, const T_scale &beta)
 Returns the Gumbel log complementary cumulative distribution for the given location and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_lcdf (const T_y &y, const T_loc &mu, const T_scale &beta)
 Returns the Gumbel log cumulative distribution for the given location and scale. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_log (const T_y &y, const T_loc &mu, const T_scale &beta)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_log (const T_y &y, const T_loc &mu, const T_scale &beta)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_lpdf (const T_y &y, const T_loc &mu, const T_scale &beta)
 Returns the Gumbel log probability density for the given location and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > gumbel_lpdf (const T_y &y, const T_loc &mu, const T_scale &beta)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type gumbel_rng (const T_loc &mu, const T_scale &beta, RNG &rng)
 Return a Gumbel random variate with the given location and scale using the specified random number generator. More...
 
template<bool propto, typename T_n , typename T_N , typename T_a , typename T_b >
double hypergeometric_log (const T_n &n, const T_N &N, const T_a &a, const T_b &b)
 
template<typename T_n , typename T_N , typename T_a , typename T_b >
double hypergeometric_log (const T_n &n, const T_N &N, const T_a &a, const T_b &b)
 
template<bool propto, typename T_n , typename T_N , typename T_a , typename T_b >
double hypergeometric_lpmf (const T_n &n, const T_N &N, const T_a &a, const T_b &b)
 
template<typename T_n , typename T_N , typename T_a , typename T_b >
double hypergeometric_lpmf (const T_n &n, const T_N &N, const T_a &a, const T_b &b)
 
template<class RNG >
int hypergeometric_rng (int N, int a, int b, RNG &rng)
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_ccdf_log (const T_y &y, const T_dof &nu)
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_cdf (const T_y &y, const T_dof &nu)
 Returns the inverse chi square cumulative distribution function for the given variate and degrees of freedom. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_cdf_log (const T_y &y, const T_dof &nu)
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_lccdf (const T_y &y, const T_dof &nu)
 Returns the inverse chi square log complementary cumulative distribution function for the given variate and degrees of freedom. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_lcdf (const T_y &y, const T_dof &nu)
 Returns the inverse chi square log cumulative distribution function for the given variate and degrees of freedom. More...
 
template<bool propto, typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_log (const T_y &y, const T_dof &nu)
 The log of an inverse chi-squared density for y with the specified degrees of freedom parameter. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_log (const T_y &y, const T_dof &nu)
 
template<bool propto, typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_lpdf (const T_y &y, const T_dof &nu)
 The log of an inverse chi-squared density for y with the specified degrees of freedom parameter. More...
 
template<typename T_y , typename T_dof >
return_type_t< T_y, T_dof > inv_chi_square_lpdf (const T_y &y, const T_dof &nu)
 
template<typename T_deg , class RNG >
VectorBuilder< true, double, T_deg >::type inv_chi_square_rng (const T_deg &nu, RNG &rng)
 Return a pseudorandom inverse chi squared variate with the nu degrees of freedom using the specified random number generator. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_ccdf_log (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_cdf (const T_y &y, const T_shape &alpha, const T_scale &beta)
 The CDF of an inverse gamma density for y with the specified shape and scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_cdf_log (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_lccdf (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_lcdf (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_log (const T_y &y, const T_shape &alpha, const T_scale &beta)
 The log of an inverse gamma density for y with the specified shape and scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_log (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_lpdf (const T_y &y, const T_shape &alpha, const T_scale &beta)
 The log of an inverse gamma density for y with the specified shape and scale parameters. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > inv_gamma_lpdf (const T_y &y, const T_shape &alpha, const T_scale &beta)
 
template<typename T_shape , typename T_scale , class RNG >
VectorBuilder< true, double, T_shape, T_scale >::type inv_gamma_rng (const T_shape &alpha, const T_scale &beta, RNG &rng)
 Return a pseudorandom inverse gamma variate for the given shape and scale parameters using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > inv_wishart_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 The log of the Inverse-Wishart density for the given W, degrees of freedom, and scale matrix. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > inv_wishart_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > inv_wishart_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 The log of the Inverse-Wishart density for the given W, degrees of freedom, and scale matrix. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > inv_wishart_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 
template<class RNG >
Eigen::MatrixXd inv_wishart_rng (double nu, const Eigen::MatrixXd &S, RNG &rng)
 
template<bool propto, typename T_covar , typename T_shape >
return_type_t< T_covar, T_shape > lkj_corr_cholesky_log (const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const T_shape &eta)
 
template<typename T_covar , typename T_shape >
return_type_t< T_covar, T_shape > lkj_corr_cholesky_log (const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const T_shape &eta)
 
template<bool propto, typename T_covar , typename T_shape >
return_type_t< T_covar, T_shape > lkj_corr_cholesky_lpdf (const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const T_shape &eta)
 
template<typename T_covar , typename T_shape >
return_type_t< T_covar, T_shape > lkj_corr_cholesky_lpdf (const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const T_shape &eta)
 
template<class RNG >
Eigen::MatrixXd lkj_corr_cholesky_rng (size_t K, double eta, RNG &rng)
 
template<bool propto, typename T_y , typename T_shape >
return_type_t< T_y, T_shape > lkj_corr_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_shape &eta)
 
template<typename T_y , typename T_shape >
return_type_t< T_y, T_shape > lkj_corr_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_shape &eta)
 
template<typename T_shape >
return_type_t< double, T_shape > do_lkj_constant (const T_shape &eta, const unsigned int &K)
 
template<bool propto, typename T_y , typename T_shape >
return_type_t< T_y, T_shape > lkj_corr_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_shape &eta)
 
template<typename T_y , typename T_shape >
return_type_t< T_y, T_shape > lkj_corr_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_shape &eta)
 
template<class RNG >
Eigen::MatrixXd lkj_corr_rng (size_t K, double eta, RNG &rng)
 Return a random correlation matrix (symmetric, positive definite, unit diagonal) of the specified dimensionality drawn from the LKJ distribution with the specified degrees of freedom using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &sigma, const T_shape &eta)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &sigma, const T_shape &eta)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_loc &mu, const T_scale &sigma, const T_shape &eta)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_loc &mu, const T_scale &sigma, const T_shape &eta)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &sigma, const T_shape &eta)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &sigma, const T_shape &eta)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_loc &mu, const T_scale &sigma, const T_shape &eta)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > lkj_cov_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const T_loc &mu, const T_scale &sigma, const T_shape &eta)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > logistic_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type logistic_rng (const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a Logistic random variate for the given location and scale using the specified random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > lognormal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type lognormal_rng (const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a lognormal random variate for the given location and scale using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_Mu , typename T_Sigma , typename T_D >
return_type_t< T_y, T_Mu, T_Sigma, T_D > matrix_normal_prec_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_Mu, Eigen::Dynamic, Eigen::Dynamic > &Mu, const Eigen::Matrix< T_Sigma, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_D, Eigen::Dynamic, Eigen::Dynamic > &D)
 The log of the matrix normal density for the given y, mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices. More...
 
template<typename T_y , typename T_Mu , typename T_Sigma , typename T_D >
return_type_t< T_y, T_Mu, T_Sigma, T_D > matrix_normal_prec_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_Mu, Eigen::Dynamic, Eigen::Dynamic > &Mu, const Eigen::Matrix< T_Sigma, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_D, Eigen::Dynamic, Eigen::Dynamic > &D)
 
template<bool propto, typename T_y , typename T_Mu , typename T_Sigma , typename T_D >
return_type_t< T_y, T_Mu, T_Sigma, T_D > matrix_normal_prec_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_Mu, Eigen::Dynamic, Eigen::Dynamic > &Mu, const Eigen::Matrix< T_Sigma, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_D, Eigen::Dynamic, Eigen::Dynamic > &D)
 The log of the matrix normal density for the given y, mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices. More...
 
template<typename T_y , typename T_Mu , typename T_Sigma , typename T_D >
return_type_t< T_y, T_Mu, T_Sigma, T_D > matrix_normal_prec_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_Mu, Eigen::Dynamic, Eigen::Dynamic > &Mu, const Eigen::Matrix< T_Sigma, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_D, Eigen::Dynamic, Eigen::Dynamic > &D)
 
template<class RNG >
Eigen::MatrixXd matrix_normal_prec_rng (const Eigen::MatrixXd &Mu, const Eigen::MatrixXd &Sigma, const Eigen::MatrixXd &D, RNG &rng)
 Sample from the the matrix normal distribution for the given Mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices. More...
 
template<bool propto, typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_cholesky_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 The log of a multivariate Gaussian Process for the given y, w, and a Cholesky factor L of the kernel matrix Sigma. More...
 
template<typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_cholesky_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 
template<bool propto, typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_cholesky_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 The log of a multivariate Gaussian Process for the given y, w, and a Cholesky factor L of the kernel matrix Sigma. More...
 
template<typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_cholesky_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 
template<bool propto, typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 The log of a multivariate Gaussian Process for the given y, Sigma, and w. More...
 
template<typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 
template<bool propto, typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 The log of a multivariate Gaussian Process for the given y, Sigma, and w. More...
 
template<typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w > multi_gp_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &Sigma, const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &w)
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_cholesky_log (const T_y &y, const T_loc &mu, const T_covar &L)
 The log of the multivariate normal density for the given y, mu, and a Cholesky factor L of the variance matrix. More...
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_cholesky_log (const T_y &y, const T_loc &mu, const T_covar &L)
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_cholesky_lpdf (const T_y &y, const T_loc &mu, const T_covar &L)
 The log of the multivariate normal density for the given y, mu, and a Cholesky factor L of the variance matrix. More...
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_cholesky_lpdf (const T_y &y, const T_loc &mu, const T_covar &L)
 
template<typename T_loc , class RNG >
StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type multi_normal_cholesky_rng (const T_loc &mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &L, RNG &rng)
 Return a multivariate normal random variate with the given location and Cholesky factorization of the covariance using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_log (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_log (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_lpdf (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_lpdf (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_prec_log (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_prec_log (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_prec_lpdf (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<typename T_y , typename T_loc , typename T_covar >
return_type_t< T_y, T_loc, T_covar > multi_normal_prec_lpdf (const T_y &y, const T_loc &mu, const T_covar &Sigma)
 
template<typename T_loc , class RNG >
StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type multi_normal_prec_rng (const T_loc &mu, const Eigen::MatrixXd &S, RNG &rng)
 Return a multivariate normal random variate with the given location and precision using the specified random number generator. More...
 
template<typename T_loc , class RNG >
StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type multi_normal_rng (const T_loc &mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &S, RNG &rng)
 Return a multivariate normal random variate with the given location and covariance using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > multi_student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &Sigma)
 Return the log of the multivariate Student t distribution at the specified arguments. More...
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > multi_student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &Sigma)
 
template<bool propto, typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > multi_student_t_lpdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &Sigma)
 Return the log of the multivariate Student t distribution at the specified arguments. More...
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > multi_student_t_lpdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &Sigma)
 
template<typename T_loc , class RNG >
StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type multi_student_t_rng (double nu, const T_loc &mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &S, RNG &rng)
 Return a multivariate student-t random variate with the given degrees of freedom location and covariance using the specified random number generator. More...
 
template<bool propto, typename T_prob >
return_type_t< T_prob > multinomial_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > multinomial_log (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<bool propto, typename T_prob >
return_type_t< T_prob > multinomial_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<typename T_prob >
return_type_t< T_prob > multinomial_lpmf (const std::vector< int > &ns, const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &theta)
 
template<class RNG >
std::vector< int > multinomial_rng (const Eigen::Matrix< double, Eigen::Dynamic, 1 > &theta, int N, RNG &rng)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_ccdf_log (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_cdf (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_cdf_log (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_lccdf (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_lcdf (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<bool propto, typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_log (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_log (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<bool propto, typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_x, T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_x, T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_x_scalar, T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 Returns the log PMF of the Generalized Linear Model (GLM) with Negative-Binomial-2 distribution and log link function. More...
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_precision >
return_type_t< T_x, T_alpha, T_beta, T_precision > neg_binomial_2_log_glm_lpmf (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_precision &phi)
 
template<bool propto, typename T_n , typename T_log_location , typename T_precision >
return_type_t< T_log_location, T_precision > neg_binomial_2_log_log (const T_n &n, const T_log_location &eta, const T_precision &phi)
 
template<typename T_n , typename T_log_location , typename T_precision >
return_type_t< T_log_location, T_precision > neg_binomial_2_log_log (const T_n &n, const T_log_location &eta, const T_precision &phi)
 
template<bool propto, typename T_n , typename T_log_location , typename T_precision >
return_type_t< T_log_location, T_precision > neg_binomial_2_log_lpmf (const T_n &n, const T_log_location &eta, const T_precision &phi)
 
template<typename T_n , typename T_log_location , typename T_precision >
return_type_t< T_log_location, T_precision > neg_binomial_2_log_lpmf (const T_n &n, const T_log_location &eta, const T_precision &phi)
 
template<typename T_loc , typename T_inv , class RNG >
VectorBuilder< true, int, T_loc, T_inv >::type neg_binomial_2_log_rng (const T_loc &eta, const T_inv &phi, RNG &rng)
 Return a negative binomial random variate with the specified log-location and inverse dispersion parameters using the given random number generator. More...
 
template<bool propto, typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_lpmf (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_n , typename T_location , typename T_precision >
return_type_t< T_location, T_precision > neg_binomial_2_lpmf (const T_n &n, const T_location &mu, const T_precision &phi)
 
template<typename T_loc , typename T_prec , class RNG >
VectorBuilder< true, int, T_loc, T_prec >::type neg_binomial_2_rng (const T_loc &mu, const T_prec &phi, RNG &rng)
 Return a negative binomial random variate with the specified location and precision parameters using the given random number generator. More...
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_ccdf_log (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_cdf (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_cdf_log (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_lccdf (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_lcdf (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<bool propto, typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_log (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_log (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<bool propto, typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_lpmf (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t< T_shape, T_inv_scale > neg_binomial_lpmf (const T_n &n, const T_shape &alpha, const T_inv_scale &beta)
 
template<typename T_shape , typename T_inv , class RNG >
VectorBuilder< true, int, T_shape, T_inv >::type neg_binomial_rng (const T_shape &alpha, const T_inv &beta, RNG &rng)
 Return a negative binomial random variate with the specified shape and inverse scale parameters using the given random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 Calculates the normal cumulative distribution function for the given variate, location, and scale. More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_y, T_x, T_alpha, T_beta, T_scale > normal_id_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_y, T_x, T_alpha, T_beta, T_scale > normal_id_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_y, T_x_scalar, T_alpha, T_beta, T_scale > normal_id_glm_lpdf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 Returns the log PDF of the Generalized Linear Model (GLM) with Normal distribution and id link function. More...
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_scale >
return_type_t< T_y, T_x, T_alpha, T_beta, T_scale > normal_id_glm_lpdf (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 The log of the normal density for the specified scalar(s) given the specified mean(s) and deviation(s). More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 The log of the normal density for the specified scalar(s) given the specified mean(s) and deviation(s). More...
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma)
 
template<typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_loc, T_scale >::type normal_rng (const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a Normal random variate for the given location and scale using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_s , typename T_n , typename T_loc , typename T_scale >
return_type_t< T_y, T_s, T_loc, T_scale > normal_sufficient_log (const T_y &y_bar, const T_s &s_squared, const T_n &n_obs, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_s , typename T_n , typename T_loc , typename T_scale >
return_type_t< T_y, T_s, T_loc, T_scale > normal_sufficient_log (const T_y &y_bar, const T_s &s_squared, const T_n &n_obs, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_s , typename T_n , typename T_loc , typename T_scale >
return_type_t< T_y, T_s, T_loc, T_scale > normal_sufficient_lpdf (const T_y &y_bar, const T_s &s_squared, const T_n &n_obs, const T_loc &mu, const T_scale &sigma)
 The log of the normal density for the specified scalar(s) given the specified mean(s) and deviation(s). More...
 
template<typename T_y , typename T_s , typename T_n , typename T_loc , typename T_scale >
return_type_t< T_y, T_s, T_loc, T_scale > normal_sufficient_lpdf (const T_y &y_bar, const T_s &s_squared, const T_n &n_obs, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_beta_scalar , typename T_cuts_scalar >
return_type_t< T_x_scalar, T_beta_scalar, T_cuts_scalar > ordered_logistic_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &beta, const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &cuts)
 Returns the log PMF of the ordinal regression Generalized Linear Model (GLM). More...
 
template<typename T_y , typename T_x_scalar , int T_x_rows, typename T_beta_scalar , typename T_cuts_scalar >
return_type_t< T_x_scalar, T_beta_scalar, T_cuts_scalar > ordered_logistic_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &beta, const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &cuts)
 
template<bool propto, typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_logistic_log (const T_y &y, const T_loc &lambda, const T_cut &c)
 Returns the (natural) log probability of the integer/s given the vector of continuous location/s and specified cutpoints in an ordered logistic model. More...
 
template<typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_logistic_log (const T_y &y, const T_loc &lambda, const T_cut &c)
 
template<bool propto, typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_logistic_lpmf (const T_y &y, const T_loc &lambda, const T_cut &c)
 Returns the (natural) log probability of the specified array of integers given the vector of continuous locations and specified cutpoints in an ordered logistic model. More...
 
template<typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_logistic_lpmf (const T_y &y, const T_loc &lambda, const T_cut &c)
 
template<class RNG >
int ordered_logistic_rng (double eta, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &c, RNG &rng)
 
template<bool propto, typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_log (const T_y &y, const T_loc &lambda, const T_cut &c)
 Returns the (natural) log probability of the integer/s given the vector of continuous location/s and specified cutpoints in an ordered probit model. More...
 
template<typename T_y , typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_log (const T_y &y, const T_loc &lambda, const T_cut &c)
 
template<bool propto, typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (int y, const T_loc &lambda, const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &c)
 Returns the (natural) log probability of the specified integer outcome given the continuous location and specified cutpoints in an ordered probit model. More...
 
template<typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (int y, const T_loc &lambda, const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &c)
 
template<bool propto, typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (const std::vector< int > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &lambda, const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &c)
 Returns the (natural) log probability of the specified array of integers given the vector of continuous locations and specified cutpoints in an ordered probit model. More...
 
template<typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (const std::vector< int > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &lambda, const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &c)
 
template<bool propto, typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (const std::vector< int > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &lambda, const std::vector< Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > > &c)
 Returns the (natural) log probability of the specified array of integers given the vector of continuous locations and array of specified cutpoints in an ordered probit model. More...
 
template<typename T_loc , typename T_cut >
return_type_t< T_loc, T_cut > ordered_probit_lpmf (const std::vector< int > &y, const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &lambda, const std::vector< Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > > &c)
 
template<class RNG >
int ordered_probit_rng (double eta, const Eigen::VectorXd &c, RNG &rng)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_ccdf_log (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_cdf (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_cdf_log (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_lccdf (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_lcdf (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_log (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_log (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_lpdf (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_y , typename T_scale , typename T_shape >
return_type_t< T_y, T_scale, T_shape > pareto_lpdf (const T_y &y, const T_scale &y_min, const T_shape &alpha)
 
template<typename T_shape , typename T_scale , class RNG >
VectorBuilder< true, double, T_shape, T_scale >::type pareto_rng (const T_scale &y_min, const T_shape &alpha, RNG &rng)
 Return a Pareto random variate for the given shape and scale parameters using the specified random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_cdf (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_cdf_log (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_lccdf (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_lcdf (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_log (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_log (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_lpdf (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > pareto_type_2_lpdf (const T_y &y, const T_loc &mu, const T_scale &lambda, const T_shape &alpha)
 
template<typename T_loc , typename T_scale , typename T_shape , class RNG >
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type pareto_type_2_rng (const T_loc &mu, const T_scale &lambda, const T_shape &alpha, RNG &rng)
 Return a Pareto type 2 random variate for the given location, scale, and shape using the specified random number generator. More...
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_ccdf_log (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_cdf (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_cdf_log (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_lccdf (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_lcdf (const T_n &n, const T_rate &lambda)
 
template<bool propto, typename T_n , typename T_rate >
return_type_t< T_rate > poisson_log (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_log (const T_n &n, const T_rate &lambda)
 
template<bool propto, typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_alpha, T_beta > poisson_log_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_alpha, T_beta > poisson_log_glm_log (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<bool propto, typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha , typename T_beta >
return_type_t< T_x_scalar, T_alpha, T_beta > poisson_log_glm_lpmf (const T_y &y, const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &x, const T_alpha &alpha, const T_beta &beta)
 Returns the log PMF of the Generalized Linear Model (GLM) with Poisson distribution and log link function. More...
 
template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t< T_x, T_alpha, T_beta > poisson_log_glm_lpmf (const T_y &y, const T_x &x, const T_alpha &alpha, const T_beta &beta)
 
template<bool propto, typename T_n , typename T_log_rate >
return_type_t< T_log_rate > poisson_log_log (const T_n &n, const T_log_rate &alpha)
 
template<typename T_n , typename T_log_rate >
return_type_t< T_log_rate > poisson_log_log (const T_n &n, const T_log_rate &alpha)
 
template<bool propto, typename T_n , typename T_log_rate >
return_type_t< T_log_rate > poisson_log_lpmf (const T_n &n, const T_log_rate &alpha)
 
template<typename T_n , typename T_log_rate >
return_type_t< T_log_rate > poisson_log_lpmf (const T_n &n, const T_log_rate &alpha)
 
template<typename T_rate , class RNG >
VectorBuilder< true, int, T_rate >::type poisson_log_rng (const T_rate &alpha, RNG &rng)
 Return a Poisson random variate with specified log rate parameter using the given random number generator. More...
 
template<bool propto, typename T_n , typename T_rate >
return_type_t< T_rate > poisson_lpmf (const T_n &n, const T_rate &lambda)
 
template<typename T_n , typename T_rate >
return_type_t< T_rate > poisson_lpmf (const T_n &n, const T_rate &lambda)
 
template<typename T_rate , class RNG >
VectorBuilder< true, int, T_rate >::type poisson_rng (const T_rate &lambda, RNG &rng)
 Return a Poisson random variate with specified rate parameter using the given random number generator. More...
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_ccdf_log (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_cdf (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_cdf_log (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_lccdf (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_lcdf (const T_y &y, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_log (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_log (const T_y &y, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_lpdf (const T_y &y, const T_scale &sigma)
 
template<typename T_y , typename T_scale >
return_type_t< T_y, T_scale > rayleigh_lpdf (const T_y &y, const T_scale &sigma)
 
template<typename T_scale , class RNG >
VectorBuilder< true, double, T_scale >::type rayleigh_rng (const T_scale &sigma, RNG &rng)
 Return a Rayleigh random variate with scale parameter sigma using the specified random number generator. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_ccdf_log (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_cdf (const T_y &y, const T_dof &nu, const T_scale &s)
 The CDF of a scaled inverse chi-squared density for y with the specified degrees of freedom parameter and scale parameter. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_cdf_log (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_lccdf (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_lcdf (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_log (const T_y &y, const T_dof &nu, const T_scale &s)
 The log of a scaled inverse chi-squared density for y with the specified degrees of freedom parameter and scale parameter. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_log (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_lpdf (const T_y &y, const T_dof &nu, const T_scale &s)
 The log of a scaled inverse chi-squared density for y with the specified degrees of freedom parameter and scale parameter. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > scaled_inv_chi_square_lpdf (const T_y &y, const T_dof &nu, const T_scale &s)
 
template<typename T_deg , typename T_scale , class RNG >
VectorBuilder< true, double, T_deg, T_scale >::type scaled_inv_chi_square_rng (const T_deg &nu, const T_scale &s, RNG &rng)
 Return a scaled chi square random variate for the given number of degrees of freedom and scale using the specified random number generator. More...
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_ccdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_cdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_cdf_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_lccdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_lcdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_log (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t< T_y, T_loc, T_scale, T_shape > skew_normal_lpdf (const T_y &y, const T_loc &mu, const T_scale &sigma, const T_shape &alpha)
 
template<typename T_loc , typename T_scale , typename T_shape , class RNG >
VectorBuilder< true, double, T_loc, T_scale, T_shape >::type skew_normal_rng (const T_loc &mu, const T_scale &sigma, const T_shape &alpha, RNG &rng)
 Return a Skew-normal random variate for the given location, scale, and shape using the specified random number generator. More...
 
template<typename T_y >
return_type_t< T_y > std_normal_ccdf_log (const T_y &y)
 
template<typename T_y >
return_type_t< T_y > std_normal_cdf (const T_y &y)
 Calculates the standard normal cumulative distribution function for the given variate. More...
 
template<typename T_y >
return_type_t< T_y > std_normal_cdf_log (const T_y &y)
 
template<typename T_y >
return_type_t< T_y > std_normal_lccdf (const T_y &y)
 
template<typename T_y >
return_type_t< T_y > std_normal_lcdf (const T_y &y)
 
template<bool propto, typename T_y >
return_type_t< T_y > std_normal_log (const T_y &y)
 The log of a standard normal density for the specified scalar(s). More...
 
template<typename T_y >
return_type_t< T_y > std_normal_log (const T_y &y)
 
template<bool propto, typename T_y >
return_type_t< T_y > std_normal_lpdf (const T_y &y)
 The log of the normal density for the specified scalar(s) given a location of 0 and a scale of 1. More...
 
template<typename T_y >
return_type_t< T_y > std_normal_lpdf (const T_y &y)
 
template<class RNG >
double std_normal_rng (RNG &rng)
 Return a standard Normal random variate using the specified random number generator. More...
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_ccdf_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_cdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_cdf_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_lccdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_lcdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 The log of the Student-t density for the given y, nu, mean, and scale parameter. More...
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_lpdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 The log of the Student-t density for the given y, nu, mean, and scale parameter. More...
 
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t< T_y, T_dof, T_loc, T_scale > student_t_lpdf (const T_y &y, const T_dof &nu, const T_loc &mu, const T_scale &sigma)
 
template<typename T_deg , typename T_loc , typename T_scale , class RNG >
VectorBuilder< true, double, T_deg, T_loc, T_scale >::type student_t_rng (const T_deg &nu, const T_loc &mu, const T_scale &sigma, RNG &rng)
 Return a student-t random variate for the given degrees of freedom, location, and scale using the specified random number generator. More...
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_ccdf_log (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_cdf (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_cdf_log (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_lccdf (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_lcdf (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<bool propto, typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_log (const T_y &y, const T_low &alpha, const T_high &beta)
 The log of a uniform density for the given y, lower, and upper bound. More...
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_log (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<bool propto, typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_lpdf (const T_y &y, const T_low &alpha, const T_high &beta)
 The log of a uniform density for the given y, lower, and upper bound. More...
 
template<typename T_y , typename T_low , typename T_high >
return_type_t< T_y, T_low, T_high > uniform_lpdf (const T_y &y, const T_low &alpha, const T_high &beta)
 
template<typename T_alpha , typename T_beta , class RNG >
VectorBuilder< true, double, T_alpha, T_beta >::type uniform_rng (const T_alpha &alpha, const T_beta &beta, RNG &rng)
 Return a uniform random variate for the given upper and lower bounds using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > von_mises_log (T_y const &y, T_loc const &mu, T_scale const &kappa)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > von_mises_log (T_y const &y, T_loc const &mu, T_scale const &kappa)
 
template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > von_mises_lpdf (T_y const &y, T_loc const &mu, T_scale const &kappa)
 
template<typename T_y , typename T_loc , typename T_scale >
return_type_t< T_y, T_loc, T_scale > von_mises_lpdf (T_y const &y, T_loc const &mu, T_scale const &kappa)
 
template<typename T_loc , typename T_conc , class RNG >
VectorBuilder< true, double, T_loc, T_conc >::type von_mises_rng (const T_loc &mu, const T_conc &kappa, RNG &rng)
 Return a von Mises random variate for the given location and concentration using the specified random number generator. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_ccdf_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_cdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 Returns the Weibull cumulative distribution function for the given location and scale. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_cdf_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_lccdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 Returns the Weibull log complementary cumulative distribution function for the given location and scale. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_lcdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 Returns the Weibull log cumulative distribution function for the given location and scale. More...
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_log (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_lpdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 Returns the Weibull log probability density for the given location and scale. More...
 
template<typename T_y , typename T_shape , typename T_scale >
return_type_t< T_y, T_shape, T_scale > weibull_lpdf (const T_y &y, const T_shape &alpha, const T_scale &sigma)
 
template<typename T_shape , typename T_scale , class RNG >
VectorBuilder< true, double, T_shape, T_scale >::type weibull_rng (const T_shape &alpha, const T_scale &sigma, RNG &rng)
 Return a Weibull random variate for the given shape and scale parameters using the specified random number generator. More...
 
template<bool propto, typename T_y , typename T_alpha , typename T_tau , typename T_beta , typename T_delta >
return_type_t< T_y, T_alpha, T_tau, T_beta, T_delta > wiener_log (const T_y &y, const T_alpha &alpha, const T_tau &tau, const T_beta &beta, const T_delta &delta)
 The log of the first passage time density function for a (Wiener) drift diffusion model for the given \(y\), boundary separation \(\alpha\), nondecision time \(\tau\), relative bias \(\beta\), and drift rate \(\delta\). More...
 
template<typename T_y , typename T_alpha , typename T_tau , typename T_beta , typename T_delta >
return_type_t< T_y, T_alpha, T_tau, T_beta, T_delta > wiener_log (const T_y &y, const T_alpha &alpha, const T_tau &tau, const T_beta &beta, const T_delta &delta)
 
template<bool propto, typename T_y , typename T_alpha , typename T_tau , typename T_beta , typename T_delta >
return_type_t< T_y, T_alpha, T_tau, T_beta, T_delta > wiener_lpdf (const T_y &y, const T_alpha &alpha, const T_tau &tau, const T_beta &beta, const T_delta &delta)
 The log of the first passage time density function for a (Wiener) drift diffusion model for the given \(y\), boundary separation \(\alpha\), nondecision time \(\tau\), relative bias \(\beta\), and drift rate \(\delta\). More...
 
template<typename T_y , typename T_alpha , typename T_tau , typename T_beta , typename T_delta >
return_type_t< T_y, T_alpha, T_tau, T_beta, T_delta > wiener_lpdf (const T_y &y, const T_alpha &alpha, const T_tau &tau, const T_beta &beta, const T_delta &delta)
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > wishart_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 The log of the Wishart density for the given W, degrees of freedom, and scale matrix. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > wishart_log (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 
template<bool propto, typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > wishart_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 The log of the Wishart density for the given W, degrees of freedom, and scale matrix. More...
 
template<typename T_y , typename T_dof , typename T_scale >
return_type_t< T_y, T_dof, T_scale > wishart_lpdf (const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
 
template<class RNG >
Eigen::MatrixXd wishart_rng (double nu, const Eigen::MatrixXd &S, RNG &rng)
 
template<int R, int C>
vari ** build_vari_array (const Eigen::Matrix< var, R, C > &x)
 Allocates and populates a flat array of vari pointers in the autodiff arena with the varis pointed to by the vars in the input Eigen matrix. More...
 
static bool empty_nested ()
 Return true if there is no nested autodiff being executed. More...
 
static void grad (vari *vi)
 Compute the gradient for all variables starting from the specified root variable implementation. More...
 
static size_t nested_size ()
 
var operator+ (var a, var b)
 Addition operator for variables (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator+ (var a, Arith b)
 Addition operator for variable and scalar (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator+ (Arith a, var b)
 Addition operator for scalar and variable (C++). More...
 
var operator/ (var dividend, var divisor)
 Division operator for two variables (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator/ (var dividend, Arith divisor)
 Division operator for dividing a variable by a scalar (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator/ (Arith dividend, var divisor)
 Division operator for dividing a scalar by a variable (C++). More...
 
bool operator== (var a, var b)
 Equality operator comparing two variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator== (var a, Arith b)
 Equality operator comparing a variable's value and a double (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator== (Arith a, var b)
 Equality operator comparing a scalar and a variable's value (C++). More...
 
bool operator> (var a, var b)
 Greater than operator comparing variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator> (var a, Arith b)
 Greater than operator comparing variable's value and double (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator> (Arith a, var b)
 Greater than operator comparing a double and a variable's value (C++). More...
 
bool operator>= (var a, var b)
 Greater than or equal operator comparing two variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator>= (var a, Arith b)
 Greater than or equal operator comparing variable's value and double (C++). More...
 
template<typename Arith , typename Var , require_arithmetic_t< Arith > ...>
bool operator>= (Arith a, var b)
 Greater than or equal operator comparing double and variable's value (C++). More...
 
bool operator< (var a, var b)
 Less than operator comparing variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator< (var a, Arith b)
 Less than operator comparing variable's value and a double (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator< (Arith a, var b)
 Less than operator comparing a double and variable's value (C++). More...
 
bool operator<= (var a, var b)
 Less than or equal operator comparing two variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator<= (var a, Arith b)
 Less than or equal operator comparing a variable's value and a scalar (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator<= (Arith a, var b)
 Less than or equal operator comparing a double and variable's value (C++). More...
 
bool operator && (var x, var y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator && (var x, Arith y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator && (Arith x, var y)
 Return the logical conjunction of the values of the two arguments as defined by &&. More...
 
bool operator|| (var x, var y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator|| (var x, Arith y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator|| (Arith x, var y)
 Return the logical disjunction of the values of the two arguments as defined by ||. More...
 
var operator* (var a, var b)
 Multiplication operator for two variables (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator* (var a, Arith b)
 Multiplication operator for a variable and a scalar (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator* (Arith a, var b)
 Multiplication operator for a scalar and a variable (C++). More...
 
bool operator!= (var a, var b)
 Inequality operator comparing two variables' values (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator!= (var a, Arith b)
 Inequality operator comparing a variable's value and a double (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
bool operator!= (Arith a, var b)
 Inequality operator comparing a double and a variable's value (C++). More...
 
var operator- (var a, var b)
 Subtraction operator for variables (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator- (var a, Arith b)
 Subtraction operator for variable and scalar (C++). More...
 
template<typename Arith , require_arithmetic_t< Arith > ...>
var operator- (Arith a, var b)
 Subtraction operator for scalar and variable (C++). More...
 
varoperator-- (var &a)
 Prefix decrement operator for variables (C++). More...
 
var operator-- (var &a, int)
 Postfix decrement operator for variables (C++). More...
 
varoperator++ (var &a)
 Prefix increment operator for variables (C++). More...
 
var operator++ (var &a, int)
 Postfix increment operator for variables (C++). More...
 
var operator- (var a)
 Unary negation operator for variables (C++). More...
 
bool operator! (var x)
 Return the negation of the value of the argument as defined by !. More...
 
var operator+ (var a)
 Unary plus operator for variables (C++). More...
 
template<typename Arith , typename VecVar , typename VecArith , require_arithmetic_t< Arith > ..., require_vector_like_vt< is_var, VecVar > ..., require_vector_like_vt< std::is_arithmetic, VecArith > ...>
var precomputed_gradients (Arith value, VecVar &&operands, VecArith &&gradients)
 This function returns a var for an expression that has the specified value, vector of operands, and vector of partial derivatives of value with respect to the operands. More...
 
void print_stack (std::ostream &o)
 Prints the autodiff variable stack. More...
 
static void recover_memory ()
 Recover memory used for all variables for reuse. More...
 
static void recover_memory_nested ()
 Recover only the memory used for the top nested call. More...
 
static void set_zero_all_adjoints ()
 Reset all adjoint values in the stack to zero. More...
 
static void set_zero_all_adjoints_nested ()
 Reset all adjoint values in the top nested portion of the stack to zero. More...
 
static void start_nested ()
 Record the current position so that recover_memory_nested() can find it. More...
 
static void grad (vari *vi)
 
var abs (const var &a)
 Return the absolute value of the variable (std). More...
 
var acos (const var &a)
 Return the principal value of the arc cosine of a variable, in radians (cmath). More...
 
var acosh (const var &a)
 The inverse hyperbolic cosine function for variables (C99). More...
 
int as_bool (const var &v)
 Return 1 if the argument is unequal to zero and 0 otherwise. More...
 
var asin (const var &a)
 Return the principal value of the arc sine, in radians, of the specified variable (cmath). More...
 
var asinh (const var &a)
 The inverse hyperbolic sine function for variables (C99). More...
 
var atan (const var &a)
 Return the principal value of the arc tangent, in radians, of the specified variable (cmath). More...
 
var atan2 (const var &a, const var &b)
 Return the principal value of the arc tangent, in radians, of the first variable divided by the second (cmath). More...
 
var atan2 (const var &a, double b)
 Return the principal value of the arc tangent, in radians, of the first variable divided by the second scalar (cmath). More...
 
var atan2 (double a, const var &b)
 Return the principal value of the arc tangent, in radians, of the first scalar divided by the second variable (cmath). More...
 
var atanh (const var &a)
 The inverse hyperbolic tangent function for variables (C99). More...
 
var bessel_first_kind (int v, const var &a)
 
var bessel_second_kind (int v, const var &a)
 
var beta (const var &a, const var &b)
 
var beta (const var &a, double b)
 
var beta (double a, const var &b)
 
var binary_log_loss (int y, const var &y_hat)
 The log loss function for variables (stan). More...
 
double calculate_chain (double x, double val)
 
var cbrt (const var &a)
 Returns the cube root of the specified variable (C99). More...
 
var ceil (const var &a)
 Return the ceiling of the specified variable (cmath). More...
 
Eigen::Matrix< var, -1, -1 > cholesky_decompose (const Eigen::Matrix< var, -1, -1 > &A)
 Reverse mode specialization of Cholesky decomposition. More...
 
template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename = require_any_var_t<T1, T2>>
Eigen::Matrix< return_type_t< T1, T2 >, 1, C1 > columns_dot_product (const Eigen::Matrix< T1, R1, C1 > &v1, const Eigen::Matrix< T2, R2, C2 > &v2)
 
template<int R, int C>
Eigen::Matrix< var, 1, C > columns_dot_self (const Eigen::Matrix< var, R, C > &x)
 Returns the dot product of each column of a matrix with itself. More...
 
var cos (const var &a)
 Return the cosine of a radian-scaled variable (cmath). More...
 
var cosh (const var &a)
 Return the hyperbolic cosine of the specified variable (cmath). More...
 
template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix< var, -1, -1 > cov_exp_quad (const std::vector< T_x > &x, const var &sigma, const var &l)
 
template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix< var, -1, -1 > cov_exp_quad (const std::vector< T_x > &x, double sigma, const var &l)
 
matrix_v crossprod (const matrix_v &M)
 Returns the result of pre-multiplying a matrix by its own transpose. More...
 
template<int R, int C>
var determinant (const Eigen::Matrix< var, R, C > &m)
 
var digamma (const var &a)
 
template<int R, int C>
Eigen::Matrix< var, R, C > divide (const Eigen::Matrix< double, R, C > &m, const var &c)
 Return matrix divided by scalar. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > divide (const Eigen::Matrix< var, R, C > &m, const double &c)
 Return matrix divided by scalar. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > divide (const Eigen::Matrix< var, R, C > &m, const var &c)
 Return matrix divided by scalar. More...
 
template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename = require_any_var_t<T1, T2>>
return_type_t< T1, T2 > dot_product (const Eigen::Matrix< T1, R1, C1 > &v1, const Eigen::Matrix< T2, R2, C2 > &v2)
 Returns the dot product. More...
 
template<typename T1 , typename T2 , typename = require_any_var_t<T1, T2>>
return_type_t< T1, T2 > dot_product (const T1 *v1, const T2 *v2, size_t length)
 Returns the dot product. More...
 
template<typename T1 , typename T2 , typename = require_any_var_t<T1, T2>>
return_type_t< T1, T2 > dot_product (const std::vector< T1 > &v1, const std::vector< T2 > &v2)
 Returns the dot product. More...
 
template<int R, int C>
var dot_self (const Eigen::Matrix< var, R, C > &v)
 Returns the dot product of a vector with itself. More...
 
var erf (const var &a)
 The error function for variables (C99). More...
 
var erfc (const var &a)
 The complementary error function for variables (C99). More...
 
var exp (const var &a)
 Return the exponentiation of the specified variable (cmath). More...
 
var exp2 (const var &a)
 Exponentiation base 2 function for variables (C99). More...
 
var expm1 (const var &a)
 The exponentiation of the specified variable minus 1 (C99). More...
 
var fabs (const var &a)
 Return the absolute value of the variable (cmath). More...
 
var falling_factorial (const var &a, int b)
 
var fdim (const var &a, const var &b)
 Return the positive difference between the first variable's the value and the second's (C99, C++11). More...
 
var fdim (double a, const var &b)
 Return the positive difference between the first value and the value of the second variable (C99, C++11). More...
 
var fdim (const var &a, double b)
 Return the positive difference between the first variable's value and the second value (C99, C++11). More...
 
var floor (const var &a)
 Return the floor of the specified variable (cmath). More...
 
var fma (const var &a, const var &b, const var &c)
 The fused multiply-add function for three variables (C99). More...
 
template<typename Tc , typename = require_arithmetic_t<Tc>>
var fma (const var &a, const var &b, Tc &&c)
 The fused multiply-add function for two variables and a value (C99). More...
 
template<typename Ta , typename Tb , typename Tc , typename = require_arithmetic_t<Tb>, typename = require_all_var_t<Ta, Tc>>
var fma (Ta &&a, Tb &&b, Tc &&c)
 The fused multiply-add function for a variable, value, and variable (C99). More...
 
template<typename Tb , typename Tc , typename = require_all_arithmetic_t<Tb, Tc>>
var fma (const var &a, Tb &&b, Tc &&c)
 The fused multiply-add function for a variable and two values (C99). More...
 
template<typename Ta , typename Tc , typename = require_all_arithmetic_t<Ta, Tc>>
var fma (Ta &&a, const var &b, Tc &&c)
 The fused multiply-add function for a value, variable, and value (C99). More...
 
template<typename Ta , typename Tb , typename = require_all_arithmetic_t<Ta, Tb>>
var fma (Ta &&a, Tb &&b, const var &c)
 The fused multiply-add function for two values and a variable, and value (C99). More...
 
template<typename Ta , typename = require_arithmetic_t<Ta>>
var fma (Ta &&a, const var &b, const var &c)
 The fused multiply-add function for a value and two variables (C99). More...
 
var fmax (const var &a, const var &b)
 Returns the maximum of the two variable arguments (C99). More...
 
var fmax (const var &a, double b)
 Returns the maximum of the variable and scalar, promoting the scalar to a variable if it is larger (C99). More...
 
var fmax (double a, const var &b)
 Returns the maximum of a scalar and variable, promoting the scalar to a variable if it is larger (C99). More...
 
var fmin (const var &a, const var &b)
 Returns the minimum of the two variable arguments (C99). More...
 
var fmin (const var &a, double b)
 Returns the minimum of the variable and scalar, promoting the scalar to a variable if it is larger (C99). More...
 
var fmin (double a, const var &b)
 Returns the minimum of a scalar and variable, promoting the scalar to a variable if it is larger (C99). More...
 
var fmod (const var &a, const var &b)
 Return the floating point remainder after dividing the first variable by the second (cmath). More...
 
var fmod (const var &a, double b)
 Return the floating point remainder after dividing the the first variable by the second scalar (cmath). More...
 
var fmod (double a, const var &b)
 Return the floating point remainder after dividing the first scalar by the second variable (cmath). More...
 
var gamma_p (const var &a, const var &b)
 
var gamma_p (const var &a, double b)
 
var gamma_p (double a, const var &b)
 
var gamma_q (const var &a, const var &b)
 
var gamma_q (const var &a, double b)
 
var gamma_q (double a, const var &b)
 
template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix< var, -1, -1 > gp_exp_quad_cov (const std::vector< T_x > &x, const var &sigma, const var &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix< var, -1, -1 > gp_exp_quad_cov (const std::vector< T_x > &x, double sigma, const var &length_scale)
 Returns a squared exponential kernel. More...
 
template<typename T_x >
std::enable_if< std::is_same< typename scalar_type< T_x >::type, double >::value, Eigen::Matrix< var, Eigen::Dynamic, Eigen::Dynamic > >::type gp_periodic_cov (const std::vector< T_x > &x, const var &sigma, const var &l, const var &p)
 Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \). More...
 
template<typename T_x >
std::enable_if< std::is_same< typename scalar_type< T_x >::type, double >::value, Eigen::Matrix< var, Eigen::Dynamic, Eigen::Dynamic > >::type gp_periodic_cov (const std::vector< T_x > &x, double sigma, const var &l, const var &p)
 Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \). More...
 
void grad (var &v, Eigen::Matrix< var, Eigen::Dynamic, 1 > &x, Eigen::VectorXd &g)
 Propagate chain rule to calculate gradients starting from the specified variable. More...
 
void grad_inc_beta (var &g1, var &g2, const var &a, const var &b, const var &z)
 Gradient of the incomplete beta function beta(a, b, z) with respect to the first two arguments. More...
 
var hypot (const var &a, const var &b)
 Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99). More...
 
var hypot (const var &a, double b)
 Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99). More...
 
var hypot (double a, const var &b)
 Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99). More...
 
var if_else (bool c, const var &y_true, const var &y_false)
 If the specified condition is true, return the first variable, otherwise return the second variable. More...
 
var if_else (bool c, double y_true, const var &y_false)
 If the specified condition is true, return a new variable constructed from the first scalar, otherwise return the second variable. More...
 
var if_else (bool c, const var &y_true, double y_false)
 If the specified condition is true, return the first variable, otherwise return a new variable constructed from the second scalar. More...
 
var inc_beta (const var &a, const var &b, const var &c)
 
void initialize_variable (var &variable, const var &value)
 Initialize variable to value. More...
 
template<int R, int C>
void initialize_variable (Eigen::Matrix< var, R, C > &matrix, const var &value)
 Initialize every cell in the matrix to the specified value. More...
 
template<typename T >
void initialize_variable (std::vector< T > &variables, const var &value)
 Initialize the variables in the standard vector recursively. More...
 
var inv (const var &a)
 

\[ \mbox{inv}(x) = \begin{cases} \frac{1}{x} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

More...
 
var inv_cloglog (const var &a)
 Return the inverse complementary log-log function applied specified variable (stan). More...
 
var inv_logit (const var &a)
 The inverse logit function for variables (stan). More...
 
var inv_Phi (const var &p)
 The inverse of unit normal cumulative density function. More...
 
var inv_sqrt (const var &a)
 

\[ \mbox{inv\_sqrt}(x) = \begin{cases} \frac{1}{\sqrt{x}} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

More...
 
var inv_square (const var &a)
 

\[ \mbox{inv\_square}(x) = \begin{cases} \frac{1}{x^2} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

More...
 
matrix_v inverse (const matrix_v &m)
 Reverse mode specialization of calculating the inverse of the matrix. More...
 
int is_inf (const var &v)
 Returns 1 if the input's value is infinite and 0 otherwise. More...
 
bool is_nan (const var &v)
 Returns 1 if the input's value is NaN and 0 otherwise. More...
 
bool is_uninitialized (var x)
 Returns true if the specified variable is uninitialized. More...
 
var lbeta (const var &a, const var &b)
 
var lbeta (const var &a, double b)
 
var lbeta (double a, const var &b)
 
var ldexp (const var &a, int b)
 
var lgamma (const var &a)
 The log gamma function for variables (C99). More...
 
var lmgamma (int a, const var &b)
 
var log (const var &a)
 Return the natural log of the specified variable (cmath). More...
 
var log10 (const var &a)
 Return the base 10 log of the specified variable (cmath). More...
 
var log1m (const var &a)
 The log (1 - x) function for variables. More...
 
var log1m_exp (const var &x)
 Return the log of 1 minus the exponential of the specified variable. More...
 
var log1m_inv_logit (const var &u)
 Return the natural logarithm of one minus the inverse logit of the specified argument. More...
 
var log1p (const var &a)
 The log (1 + x) function for variables (C99). More...
 
var log1p_exp (const var &a)
 Return the log of 1 plus the exponential of the specified variable. More...
 
var log2 (const var &a)
 Returns the base 2 logarithm of the specified variable (C99). More...
 
template<int R, int C>
var log_determinant (const Eigen::Matrix< var, R, C > &m)
 
template<int R, int C>
var log_determinant_ldlt (LDLT_factor< var, R, C > &A)
 
template<int R, int C>
var log_determinant_spd (const Eigen::Matrix< var, R, C > &m)
 Returns the log det of a symmetric, positive-definite matrix. More...
 
var log_diff_exp (const var &a, const var &b)
 Returns the log difference of the exponentiated arguments. More...
 
var log_diff_exp (const var &a, double b)
 Returns the log difference of the exponentiated arguments. More...
 
var log_diff_exp (double a, const var &b)
 Returns the log difference of the exponentiated arguments. More...
 
var log_falling_factorial (const var &a, double b)
 
var log_falling_factorial (const var &a, const var &b)
 
var log_falling_factorial (double a, const var &b)
 
var log_inv_logit (const var &u)
 Return the natural logarithm of the inverse logit of the specified argument. More...
 
var log_inv_logit_diff (const var &a, double b)
 
var log_inv_logit_diff (const var &a, const var &b)
 
var log_inv_logit_diff (double a, const var &b)
 
void log_mix_partial_helper (double theta_val, double lambda1_val, double lambda2_val, double &one_m_exp_lam2_m_lam1, double &one_m_t_prod_exp_lam2_m_lam1, double &one_d_t_plus_one_m_t_prod_exp_lam2_m_lam1)
 
template<typename T_theta , typename T_lambda1 , typename T_lambda2 >
return_type_t< T_theta, T_lambda1, T_lambda2 > log_mix (const T_theta &theta, const T_lambda1 &lambda1, const T_lambda2 &lambda2)
 Return the log mixture density with specified mixing proportion and log densities and its derivative at each. More...
 
var log_rising_factorial (const var &a, double b)
 
var log_rising_factorial (const var &a, const var &b)
 
var log_rising_factorial (double a, const var &b)
 
var log_sum_exp (const var &a, const var &b)
 Returns the log sum of exponentials. More...
 
var log_sum_exp (const var &a, double b)
 Returns the log sum of exponentials. More...
 
var log_sum_exp (double a, const var &b)
 Returns the log sum of exponentials. More...
 
var logit (const var &u)
 Return the log odds of the specified argument. More...
 
template<typename Ta , typename Tb , int Cb>
Eigen::Matrix< return_type_t< Ta, Tb >, -1, Cb > matrix_exp_multiply (const Eigen::Matrix< Ta, -1, -1 > &A, const Eigen::Matrix< Tb, -1, Cb > &B)
 Wrapper of matrix_exp_action function for a more literal name. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > matrix_power (const Eigen::Matrix< var, R, C > &M, const int n)
 Returns the nth power of the specific matrix. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_ldlt (const LDLT_factor< var, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_ldlt (const LDLT_factor< var, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_ldlt (const LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_spd (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_spd (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_spd (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_tri (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_tri (const Eigen::Matrix< double, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 
template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > mdivide_left_tri (const Eigen::Matrix< var, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 
var modified_bessel_first_kind (int v, const var &a)
 
var modified_bessel_second_kind (int v, const var &a)
 
template<typename T1 , typename T2 , typename = require_all_var_or_arithmetic_t<T1, T2>, typename = require_any_var_t<T1, T2>>
return_type_t< T1, T2 > multiply (const T1 &v, const T2 &c)
 Return the product of two scalars. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > multiply (const var &c, const Eigen::Matrix< var, R, C > &m)
 Return the product of scalar and matrix. More...
 
template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix< var, R, C > multiply (const Arith &c, const Eigen::Matrix< var, R, C > &m)
 Return the product of scalar and matrix. More...
 
template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix< var, R, C > multiply (const var &c, const Eigen::Matrix< Arith, R, C > &m)
 Return the product of scalar and matrix. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > multiply (const Eigen::Matrix< var, R, C > &m, const var &c)
 Return the product of matrix and scalar. More...
 
template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix< var, R, C > multiply (const Eigen::Matrix< Arith, R, C > &m, const var &c)
 Return the product of matrix and scalar. More...
 
template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix< var, R, C > multiply (const Eigen::Matrix< var, R, C > &m, const Arith &c)
 Return the product of matrix and scalar. More...
 
template<typename Ta , int Ra, int Ca, typename Tb , int Cb, typename = require_any_var_t<Ta, Tb>>
Eigen::Matrix< var, Ra, Cb > multiply (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Ca, Cb > &B)
 Return the product of two matrices. More...
 
template<typename Ta , int Ca, typename Tb , typename = require_any_var_t<Ta, Tb>>
var multiply (const Eigen::Matrix< Ta, 1, Ca > &A, const Eigen::Matrix< Tb, Ca, 1 > &B)
 Return the scalar product of a row vector and a vector. More...
 
var multiply_log (const var &a, const var &b)
 Return the value of a*log(b). More...
 
var multiply_log (const var &a, double b)
 Return the value of a*log(b). More...
 
var multiply_log (double a, const var &b)
 Return the value of a*log(b). More...
 
matrix_v multiply_lower_tri_self_transpose (const matrix_v &L)
 
Eigen::Matrix< var, Eigen::Dynamic, 1 > ordered_constrain (const Eigen::Matrix< var, Eigen::Dynamic, 1 > &x)
 Return an increasing ordered vector derived from the specified free vector. More...
 
var owens_t (const var &h, const var &a)
 The Owen's T function of h and a. More...
 
var owens_t (const var &h, double a)
 The Owen's T function of h and a. More...
 
var owens_t (double h, const var &a)
 The Owen's T function of h and a. More...
 
var Phi (const var &a)
 The unit normal cumulative density function for variables (stan). More...
 
var Phi_approx (const var &a)
 Approximation of the unit normal CDF for variables (stan). More...
 
Eigen::Matrix< var, Eigen::Dynamic, 1 > positive_ordered_constrain (const Eigen::Matrix< var, Eigen::Dynamic, 1 > &x)
 Return an increasing positive ordered vector derived from the specified free vector. More...
 
var pow (const var &base, const var &exponent)
 Return the base raised to the power of the exponent (cmath). More...
 
template<typename Var , typename Arith , require_var_t< Var > ..., require_arithmetic_t< Arith > ...>
var pow (const Var &base, Arith exponent)
 Return the base variable raised to the power of the exponent scalar (cmath). More...
 
template<typename Arith , typename Var , require_arithmetic_t< Arith > ..., require_var_t< Var > >
var pow (Arith base, const Var &exponent)
 Return the base scalar raised to the power of the exponent variable (cmath). More...
 
double primitive_value (const var &v)
 Return the primitive double value for the specified autodiff variable. More...
 
template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb>
std::enable_if< std::is_same< Ta, var >::value||std::is_same< Tb, var >::value, Eigen::Matrix< var, Cb, Cb > >::type quad_form (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, Cb > &B)
 
template<typename Ta , int Ra, int Ca, typename Tb , int Rb>
std::enable_if< std::is_same< Ta, var >::value||std::is_same< Tb, var >::value, var >::type quad_form (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, 1 > &B)
 
template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, require_any_var_t< Ta, Tb > ...>
Eigen::Matrix< var, Cb, Cb > quad_form_sym (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, Cb > &B)
 
template<typename Ta , int Ra, int Ca, typename Tb , int Rb, require_any_var_t< Ta, Tb > ...>
var quad_form_sym (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, 1 > &B)
 
var rising_factorial (const var &a, int b)
 
var round (const var &a)
 Returns the rounded form of the specified variable (C99). More...
 
template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, require_any_var_t< T1, T2 > ...>
Eigen::Matrix< var, R1, 1 > rows_dot_product (const Eigen::Matrix< T1, R1, C1 > &v1, const Eigen::Matrix< T2, R2, C2 > &v2)
 
var sd (const std::vector< var > &v)
 Return the sample standard deviation of the specified standard vector. More...
 
template<int R, int C>
var sd (const Eigen::Matrix< var, R, C > &m)
 
Eigen::Matrix< var, Eigen::Dynamic, 1 > simplex_constrain (const Eigen::Matrix< var, Eigen::Dynamic, 1 > &y)
 Return the simplex corresponding to the specified free vector. More...
 
var sin (const var &a)
 Return the sine of a radian-scaled variable (cmath). More...
 
var sinh (const var &a)
 Return the hyperbolic sine of the specified variable (cmath). More...
 
Eigen::Matrix< var, Eigen::Dynamic, 1 > softmax (const Eigen::Matrix< var, Eigen::Dynamic, 1 > &alpha)
 Return the softmax of the specified Eigen vector. More...
 
var sqrt (const var &a)
 Return the square root of the specified variable (cmath). More...
 
var square (const var &x)
 Return the square of the input variable. More...
 
var squared_distance (const var &a, const var &b)
 Returns the squared distance. More...
 
var squared_distance (const var &a, double b)
 Returns the squared distance. More...
 
var squared_distance (double a, const var &b)
 Returns the squared distance. More...
 
template<int R1, int C1, int R2, int C2>
var squared_distance (const Eigen::Matrix< var, R1, C1 > &v1, const Eigen::Matrix< var, R2, C2 > &v2)
 
template<int R1, int C1, int R2, int C2>
var squared_distance (const Eigen::Matrix< var, R1, C1 > &v1, const Eigen::Matrix< double, R2, C2 > &v2)
 
template<int R1, int C1, int R2, int C2>
var squared_distance (const Eigen::Matrix< double, R1, C1 > &v1, const Eigen::Matrix< var, R2, C2 > &v2)
 
void stan_print (std::ostream *o, const var &x)
 
var step (const var &a)
 Return the step, or heaviside, function applied to the specified variable (stan). More...
 
var sum (const std::vector< var > &m)
 Returns the sum of the entries of the specified vector. More...
 
template<int R, int C>
var sum (const Eigen::Matrix< var, R, C > &m)
 Returns the sum of the coefficients of the specified matrix, column vector or row vector. More...
 
var tan (const var &a)
 Return the tangent of a radian-scaled variable (cmath). More...
 
var tanh (const var &a)
 Return the hyperbolic tangent of the specified variable (cmath). More...
 
template<int R, int C>
Eigen::Matrix< var, -1, -1 > tcrossprod (const Eigen::Matrix< var, R, C > &M)
 Returns the result of post-multiplying a matrix by its own transpose. More...
 
var tgamma (const var &a)
 Return the Gamma function applied to the specified variable (C99). More...
 
var to_var (double x)
 Converts argument to an automatic differentiation variable. More...
 
varto_var (var &x)
 Specialization of to_var for non-const var input. More...
 
const varto_var (const var &x)
 Specialization of to_var for const var input. More...
 
std::vector< varto_var (const std::vector< double > &v)
 Converts argument to an automatic differentiation variable. More...
 
const std::vector< var > & to_var (const std::vector< var > &v)
 Specialization of to_var to for const input vector of var. More...
 
std::vector< var > & to_var (std::vector< var > &v)
 Specialization of to_var to for non-const input vector of var. More...
 
matrix_v to_var (const matrix_d &m)
 Converts argument to an automatic differentiation variable. More...
 
matrix_vto_var (matrix_v &m)
 Specialization of to_var for non-const matrices of vars. More...
 
const matrix_vto_var (const matrix_v &m)
 Specialization of to_var for const matrices of vars. More...
 
vector_v to_var (const vector_d &v)
 Converts argument to an automatic differentiation variable. More...
 
const vector_vto_var (const vector_v &v)
 Specialization of to_var for const column vector of vars. More...
 
vector_vto_var (vector_v &v)
 Specialization of to_var for non-const column vector of vars. More...
 
row_vector_v to_var (const row_vector_d &rv)
 Converts argument to an automatic differentiation variable. More...
 
const row_vector_vto_var (const row_vector_v &rv)
 Specialization of to_var for const row vector of vars. More...
 
row_vector_vto_var (row_vector_v &rv)
 Specialization of to_var for non-const row vector of vars. More...
 
template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename T3 , int R3, int C3, require_any_var_t< T1, T2, T3 > ...>
var trace_gen_inv_quad_form_ldlt (const Eigen::Matrix< T1, R1, C1 > &D, const LDLT_factor< T2, R2, C2 > &A, const Eigen::Matrix< T3, R3, C3 > &B)
 Compute the trace of an inverse quadratic form premultiplied by a square matrix. More...
 
template<typename Td , int Rd, int Cd, typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, typename = require_any_var_t<Td, Ta, Tb>>
var trace_gen_quad_form (const Eigen::Matrix< Td, Rd, Cd > &D, const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, Cb > &B)
 
template<typename T2 , int R2, int C2, typename T3 , int R3, int C3, typename = require_any_var_t<T2, T3>>
return_type_t< T2, T3 > trace_inv_quad_form_ldlt (const LDLT_factor< T2, R2, C2 > &A, const Eigen::Matrix< T3, R3, C3 > &B)
 Compute the trace of an inverse quadratic form. More...
 
template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, typename = require_any_var_t<Ta, Tb>>
return_type_t< Ta, Tb > trace_quad_form (const Eigen::Matrix< Ta, Ra, Ca > &A, const Eigen::Matrix< Tb, Rb, Cb > &B)
 
var trigamma (const var &u)
 Return the value of the trigamma function at the specified argument (i.e., the second derivative of the log Gamma function at the specified argument). More...
 
var trunc (const var &a)
 Returns the truncatation of the specified variable (C99). More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > unit_vector_constrain (const Eigen::Matrix< var, R, C > &y)
 Return the unit length vector corresponding to the free vector y. More...
 
template<int R, int C>
Eigen::Matrix< var, R, C > unit_vector_constrain (const Eigen::Matrix< var, R, C > &y, var &lp)
 Return the unit length vector corresponding to the free vector y. More...
 
double value_of (const var &v)
 Return the value of the specified variable. More...
 
double value_of_rec (const var &v)
 Return the value of the specified variable. More...
 
var variance (const std::vector< var > &v)
 Return the sample variance of the specified standard vector. More...
 
template<int R, int C>
var variance (const Eigen::Matrix< var, R, C > &m)
 
template<typename F , typename... Targs>
auto adj_jac_apply (const Targs &... args)
 Return the result of applying the function defined by a nullary construction of F to the specified input argument. More...
 
template<typename F , typename T1 , typename T2 , typename T_u , typename T_f >
Eigen::Matrix< T2, -1, 1 > algebra_solver_fp (const F &f, const Eigen::Matrix< T1, -1, 1 > &x, const Eigen::Matrix< T2, -1, 1 > &y, const std::vector< double > &x_r, const std::vector< int > &x_i, const std::vector< T_u > &u_scale, const std::vector< T_f > &f_scale, std::ostream *msgs=nullptr, double f_tol=1e-8, int max_num_steps=200)
 Return a fixed pointer to the specified system of algebraic equations of form. More...
 
template<typename F , typename T >
Eigen::VectorXd algebra_solver_newton (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const Eigen::VectorXd &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double scaling_step_size=1e-3, double function_tolerance=1e-6, long int max_num_steps=200)
 Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system. More...
 
template<typename F , typename T1 , typename T2 >
Eigen::Matrix< T2, Eigen::Dynamic, 1 > algebra_solver_newton (const F &f, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double scaling_step_size=1e-3, double function_tolerance=1e-6, long int max_num_steps=200)
 Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system. More...
 
template<typename F , typename T >
Eigen::VectorXd algebra_solver_powell (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const Eigen::VectorXd &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-10, double function_tolerance=1e-6, long int max_num_steps=1e+3)
 Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system. More...
 
template<typename F , typename T1 , typename T2 >
Eigen::Matrix< T2, Eigen::Dynamic, 1 > algebra_solver_powell (const F &f, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-10, double function_tolerance=1e-6, long int max_num_steps=1e+3)
 Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system. More...
 
template<typename F , typename T1 , typename T2 >
Eigen::Matrix< T2, Eigen::Dynamic, 1 > algebra_solver (const F &f, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-10, double function_tolerance=1e-6, long int max_num_steps=1e+3)
 Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system. More...
 
template<typename T1 , typename T2 >
void algebra_solver_check (const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > y, const std::vector< double > &dat, const std::vector< int > &dat_int, double function_tolerance, long int max_num_steps)
 
void cvodes_silent_err_handler (int error_code, const char *module, const char *function, char *msg, void *eh_data)
 
void cvodes_set_options (void *cvodes_mem, double rel_tol, double abs_tol, long int max_num_steps)
 
template<typename F >
void gradient (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, double &fx, Eigen::Matrix< double, Eigen::Dynamic, 1 > &grad_fx)
 Calculate the value and the gradient of the specified function at the specified argument. More...
 
template<typename F >
double gradient_of_f (const F &f, const double &x, const double &xc, const std::vector< double > &theta_vals, const std::vector< double > &x_r, const std::vector< int > &x_i, size_t n, std::ostream *msgs)
 Calculate first derivative of f(x, param, std::ostream&) with respect to the nth parameter. More...
 
template<typename F , typename T_a , typename T_b , typename T_theta , typename = require_any_var_t<T_a, T_b, T_theta>>
return_type_t< T_a, T_b, T_theta > integrate_1d (const F &f, const T_a &a, const T_b &b, const std::vector< T_theta > &theta, const std::vector< double > &x_r, const std::vector< int > &x_i, std::ostream *msgs, const double relative_tolerance=std::sqrt(EPSILON))
 Compute the integral of the single variable function f from a to b to within a specified relative tolerance. More...
 
template<typename F , typename Tpar >
std::vector< std::vector< Tpar > > integrate_dae (const F &f, const std::vector< double > &yy0, const std::vector< double > &yp0, double t0, const std::vector< double > &ts, const std::vector< Tpar > &theta, const std::vector< double > &x_r, const std::vector< int > &x_i, const double rtol, const double atol, const int64_t max_num_steps=idas_integrator::IDAS_MAX_STEPS, std::ostream *msgs=nullptr)
 Return the solutions for a semi-explicit DAE system with residual specified by functor F, given the specified consistent initial state yy0 and yp0. More...
 
template<typename F , typename T_initial , typename T_param , typename T_t0 , typename T_ts >
std::vector< std::vector< return_type_t< T_initial, T_param, T_t0, T_ts > > > integrate_ode_adams (const F &f, const std::vector< T_initial > &y0, const T_t0 &t0, const std::vector< T_ts > &ts, const std::vector< T_param > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-10, double absolute_tolerance=1e-10, long int max_num_steps=1e8)
 
template<typename F , typename T_initial , typename T_param , typename T_t0 , typename T_ts >
std::vector< std::vector< return_type_t< T_initial, T_param, T_t0, T_ts > > > integrate_ode_bdf (const F &f, const std::vector< T_initial > &y0, const T_t0 &t0, const std::vector< T_ts > &ts, const std::vector< T_param > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs=nullptr, double relative_tolerance=1e-10, double absolute_tolerance=1e-10, long int max_num_steps=1e8)
 
template<typename F >
void jacobian (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, Eigen::Matrix< double, Eigen::Dynamic, 1 > &fx, Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &J)
 
template<typename F1 , typename F2 = kinsol_J_f>
Eigen::VectorXd kinsol_solve (const F1 &f, const Eigen::VectorXd &x, const Eigen::VectorXd &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *msgs=nullptr, double scaling_step_tol=1e-3, double function_tolerance=1e-6, long int max_num_steps=200, bool custom_jacobian=1, const F2 &J_f=kinsol_J_f(), int steps_eval_jacobian=10, int global_line_search=KIN_LINESEARCH)
 Return the solution to the specified algebraic system, given an initial guess. More...
 

Variables

static opencl_context opencl_context
 
const double CONSTRAINT_TOLERANCE = 1E-8
 The tolerance for checking arithmetic bounds in rank and in simplexes. More...
 
const double EPSILON = std::numeric_limits<double>::epsilon()
 Smallest positive value. More...
 
const double INFTY = std::numeric_limits<double>::infinity()
 Positive infinity. More...
 
const double NEGATIVE_INFTY = -INFTY
 Negative infinity. More...
 
const double NOT_A_NUMBER = std::numeric_limits<double>::quiet_NaN()
 (Quiet) not-a-number value. More...
 
const double TWO_PI = 2.0 * pi()
 Twice the value of \( \pi \), \( 2\pi \). More...
 
const double LOG_ZERO = std::log(0.0)
 The natural logarithm of 0, \( \log 0 \). More...
 
const double LOG_EPSILON = std::log(EPSILON)
 The natural logarithm of machine precision \( \epsilon \), \( \log \epsilon \). More...
 
const double LOG_PI = std::log(pi())
 The natural logarithm of \( \pi \), \( \log \pi \). More...
 
const double LOG_HALF = std::log(0.5)
 The natural logarithm of 0.5, \( \log 0.5 \). More...
 
const double LOG_TWO = std::log(2.0)
 The natural logarithm of 2, \( \log 2 \). More...
 
const double LOG_TWO_PI = LOG_TWO + LOG_PI
 The natural logarithm of 2 plus the natural logarithm of \( \pi \), \( \log(2\pi) \). More...
 
const double LOG_PI_OVER_FOUR = 0.25 * LOG_PI
 The value of one quarter the natural logarithm of \( \pi \), \( \log(\pi) / 4 \). More...
 
const double LOG_SQRT_PI = std::log(std::sqrt(pi()))
 The natural logarithm of the square root of \( \pi \), \( \log(sqrt{\pi}) \). More...
 
const double LOG_TEN = std::log(10.0)
 The natural logarithm of 10, \( \log 10 \). More...
 
const double SQRT_TWO = std::sqrt(2.0)
 The value of the square root of 2, \( \sqrt{2} \). More...
 
const double SQRT_PI = std::sqrt(pi())
 The value of the square root of \( \pi \), \( \sqrt{\pi} \). More...
 
const double SQRT_TWO_PI = std::sqrt(TWO_PI)
 The value of the square root of \( 2\pi \), \( \sqrt{2\pi} \). More...
 
const double SQRT_TWO_OVER_SQRT_PI = SQRT_TWO / SQRT_PI
 The square root of 2 divided by the square root of \( \pi \), \( \sqrt{2} / \sqrt{\pi} \). More...
 
const double INV_SQRT_TWO = inv(SQRT_TWO)
 The value of 1 over the square root of 2, \( 1 / \sqrt{2} \). More...
 
const double INV_SQRT_PI = inv(SQRT_PI)
 The value of 1 over the square root of \( \pi \), \( 1 / \sqrt{\pi} \). More...
 
const double INV_SQRT_TWO_PI = inv(SQRT_TWO_PI)
 The value of 1 over the square root of \( 2\pi \), \( 1 / \sqrt{2\pi} \). More...
 
const double TWO_OVER_SQRT_PI = 2.0 / SQRT_PI
 The value of 2 over the square root of \( \pi \), \( 2 / \sqrt{\pi} \). More...
 
const double HALF_LOG_TWO = 0.5 * LOG_TWO
 The value of half the natural logarithm 2, \( \log(2) / 2 \). More...
 
const double HALF_LOG_TWO_PI = 0.5 * LOG_TWO_PI
 The value of half the natural logarithm \( 2\pi \), \( \log(2\pi) / 2 \). More...
 
const double NEG_LOG_SQRT_TWO_PI = -std::log(SQRT_TWO_PI)
 The value of minus the natural logarithm of the square root of \( 2\pi \), \( -\log(\sqrt{2\pi}) \). More...
 
const double POISSON_MAX_RATE = std::pow(2.0, 30)
 Largest rate parameter allowed in Poisson RNG. More...
 
constexpr double lgamma_stirling_diff_useful = 10
 
const std::string MAJOR_VERSION = STAN_STRING(STAN_MATH_MAJOR)
 Major version number for Stan math library. More...
 
const std::string MINOR_VERSION = STAN_STRING(STAN_MATH_MINOR)
 Minor version number for Stan math library. More...
 
const std::string PATCH_VERSION = STAN_STRING(STAN_MATH_PATCH)
 Patch version for Stan math library. More...
 

Typedef Documentation

§ as_operation_cl_t

template<typename T >
using stan::math::as_operation_cl_t = typedef std::conditional_t< std::is_lvalue_reference<T>::value, decltype(as_operation_cl(std::declval<T>())), std::remove_reference_t<decltype(as_operation_cl(std::declval<T>()))>>

Type that results when converting any valid kernel generator expression into operation.

If a function accepts a forwarding reference T&& a, the result of as_operation_cl(a) should be stored in a variable of type as_operation_cl_t<T>. If the return value of as_operation_cl() would be a rvalue reference, the reference is removed, so that a variable of this type actually stores the value.

Definition at line 66 of file as_operation_cl.hpp.

§ boost_policy_t

using stan::math::boost_policy_t = typedef boost::math::policies::policy< boost::math::policies::overflow_error< boost::math::policies::errno_on_error>, boost::math::policies::pole_error<boost::math::policies::errno_on_error>, boost::math::policies::promote_double<false> >

Boost policy that overrides the defaults to match the built-in C++ standard library functions.

The non-default behavior from Boost's built-ins are (1) overflow errors return error numbers on error. (2) pole errors return error numbers on error.

Definition at line 23 of file boost_policy.hpp.

§ ChainableStack

§ index_type_t

template<typename T >
typedef stan::math::index_type_t< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >> stan::math::size_type

Type for sizes and indexes in an Eigen matrix with double elements.

Definition at line 37 of file index_type.hpp.

§ matrix_cl_fp

template<typename T >
using stan::math::matrix_cl_fp = typedef matrix_cl<T, require_floating_point_t<T>>

Definition at line 604 of file matrix_cl.hpp.

§ matrix_cl_prim

template<typename T >
using stan::math::matrix_cl_prim = typedef matrix_cl<T, require_arithmetic_t<T>>

Definition at line 601 of file matrix_cl.hpp.

§ matrix_d

using stan::math::matrix_d = typedef Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic>

Type for matrix of double values.

Definition at line 19 of file typedefs.hpp.

§ matrix_fd

using stan::math::matrix_fd = typedef Eigen::Matrix<fvar<double>, Eigen::Dynamic, Eigen::Dynamic>

Definition at line 13 of file typedefs.hpp.

§ matrix_ffd

using stan::math::matrix_ffd = typedef Eigen::Matrix<fvar<fvar<double> >, Eigen::Dynamic, Eigen::Dynamic>

Definition at line 16 of file typedefs.hpp.

§ matrix_ffv

using stan::math::matrix_ffv = typedef Eigen::Matrix<fvar<fvar<var>>, Eigen::Dynamic, Eigen::Dynamic>

Definition at line 15 of file typedefs.hpp.

§ matrix_fv

using stan::math::matrix_fv = typedef Eigen::Matrix<fvar<var>, Eigen::Dynamic, Eigen::Dynamic>

Definition at line 12 of file typedefs.hpp.

§ matrix_v

using stan::math::matrix_v = typedef Eigen::Matrix<var, Eigen::Dynamic, Eigen::Dynamic>

The type of a matrix holding var values.

Definition at line 17 of file typedefs.hpp.

§ matrix_vi

using stan::math::matrix_vi = typedef Eigen::Matrix<vari*, Eigen::Dynamic, Eigen::Dynamic>

The type of a matrix holding vari* values.

Definition at line 35 of file typedefs.hpp.

§ promote_scalar_t

template<typename T , typename S >
using stan::math::promote_scalar_t = typedef typename promote_scalar_type<T, S>::type

Definition at line 65 of file promote_scalar_type.hpp.

§ require_all_valid_expressions_and_none_scalar_t

Enables a template if all given types are non-scalar types that are a valid kernel generator expressions.

Definition at line 48 of file is_valid_expression.hpp.

§ require_all_valid_expressions_t

template<typename... Types>
using stan::math::require_all_valid_expressions_t = typedef require_all_t<is_valid_expression<Types>...>

Enables a template if all given types are are a valid kernel generator expressions.

Definition at line 56 of file is_valid_expression.hpp.

§ row_vector_d

using stan::math::row_vector_d = typedef Eigen::Matrix<double, 1, Eigen::Dynamic>

Type for (row) vector of double values.

Definition at line 29 of file typedefs.hpp.

§ row_vector_fd

using stan::math::row_vector_fd = typedef Eigen::Matrix<fvar<double>, 1, Eigen::Dynamic>

Definition at line 22 of file typedefs.hpp.

§ row_vector_ffd

using stan::math::row_vector_ffd = typedef Eigen::Matrix<fvar<fvar<double> >, 1, Eigen::Dynamic>

Definition at line 24 of file typedefs.hpp.

§ row_vector_ffv

using stan::math::row_vector_ffv = typedef Eigen::Matrix<fvar<fvar<var>>, 1, Eigen::Dynamic>

Definition at line 23 of file typedefs.hpp.

§ row_vector_fv

using stan::math::row_vector_fv = typedef Eigen::Matrix<fvar<var>, 1, Eigen::Dynamic>

Definition at line 21 of file typedefs.hpp.

§ row_vector_v

using stan::math::row_vector_v = typedef Eigen::Matrix<var, 1, Eigen::Dynamic>

The type of a row vector holding var values.

Definition at line 29 of file typedefs.hpp.

§ row_vector_vi

using stan::math::row_vector_vi = typedef Eigen::Matrix<vari*, 1, Eigen::Dynamic>

The type of a row vector holding vari* values.

Definition at line 47 of file typedefs.hpp.

§ size_type

typedef Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index stan::math::size_type

Type for sizes and indexes in an Eigen matrix with double elements.

Definition at line 11 of file typedefs.hpp.

§ vector_d

using stan::math::vector_d = typedef Eigen::Matrix<double, Eigen::Dynamic, 1>

Type for (column) vector of double values.

Definition at line 24 of file typedefs.hpp.

§ vector_fd

using stan::math::vector_fd = typedef Eigen::Matrix<fvar<double>, Eigen::Dynamic, 1>

Definition at line 18 of file typedefs.hpp.

§ vector_ffd

using stan::math::vector_ffd = typedef Eigen::Matrix<fvar<fvar<double> >, Eigen::Dynamic, 1>

Definition at line 20 of file typedefs.hpp.

§ vector_ffv

using stan::math::vector_ffv = typedef Eigen::Matrix<fvar<fvar<var>>, Eigen::Dynamic, 1>

Definition at line 19 of file typedefs.hpp.

§ vector_fv

using stan::math::vector_fv = typedef Eigen::Matrix<fvar<var>, Eigen::Dynamic, 1>

Definition at line 17 of file typedefs.hpp.

§ vector_v

using stan::math::vector_v = typedef Eigen::Matrix<var, Eigen::Dynamic, 1>

The type of a (column) vector holding var values.

Definition at line 23 of file typedefs.hpp.

§ vector_vi

using stan::math::vector_vi = typedef Eigen::Matrix<vari*, Eigen::Dynamic, 1>

The type of a (column) vector holding vari* values.

Definition at line 41 of file typedefs.hpp.

Enumeration Type Documentation

§ matrix_cl_view

Enumerator
Diagonal 
Lower 
Upper 
Entire 

Definition at line 11 of file matrix_cl_view.hpp.

§ TriangularMapCL

Enumerator
UpperToLower 
LowerToUpper 

Definition at line 96 of file matrix_cl_view.hpp.

Function Documentation

§ abs() [1/3]

template<typename T >
fvar<T> stan::math::abs ( const fvar< T > &  x)
inline

Definition at line 14 of file abs.hpp.

§ abs() [2/3]

double stan::math::abs ( double  x)
inline

Return floating-point absolute value.

Delegates to fabs(double) rather than std::abs(int).

Parameters
xscalar
Returns
absolute value of scalar

Definition at line 19 of file abs.hpp.

§ abs() [3/3]

var stan::math::abs ( const var a)
inline

Return the absolute value of the variable (std).

Delegates to fabs() (see for doc).

\[ \mbox{abs}(x) = \begin{cases} |x| & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{abs}(x)}{\partial x} = \begin{cases} -1 & \mbox{if } x < 0 \\ 0 & \mbox{if } x = 0 \\ 1 & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable input.
Returns
Absolute value of variable.

Definition at line 36 of file abs.hpp.

§ acos() [1/4]

template<typename T >
fvar<T> stan::math::acos ( const fvar< T > &  x)
inline

Definition at line 13 of file acos.hpp.

§ acos() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::acos ( const T &  x)
inline

Vectorized version of acos().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 34 of file acos.hpp.

§ acos() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::acos ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of acos() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 46 of file acos.hpp.

§ acos() [4/4]

var stan::math::acos ( const var a)
inline

Return the principal value of the arc cosine of a variable, in radians (cmath).

The derivative is defined by

\(\frac{d}{dx} \arccos x = \frac{-1}{\sqrt{1 - x^2}}\).

\[ \mbox{acos}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \arccos(x) & \mbox{if } -1\leq x\leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{acos}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \frac{\partial\, \arccos(x)}{\partial x} & \mbox{if } -1\leq x\leq 1 \\ \textrm{NaN} & \mbox{if } x < -1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial \, \arccos(x)}{\partial x} = -\frac{1}{\sqrt{1-x^2}} \]

Parameters
aVariable in range [-1, 1].
Returns
Arc cosine of variable, in radians.

Definition at line 57 of file acos.hpp.

§ acosh() [1/5]

template<typename T >
fvar<T> stan::math::acosh ( const fvar< T > &  x)
inline

Definition at line 14 of file acosh.hpp.

§ acosh() [2/5]

double stan::math::acosh ( double  x)
inline

Return the inverse hyperbolic cosine of the specified value.

Returns nan for nan argument.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic cosine of the argument.
Exceptions
std::domain_errorIf argument is less than 1.

Definition at line 21 of file acosh.hpp.

§ acosh() [3/5]

double stan::math::acosh ( int  x)
inline

Integer version of acosh.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic cosine of the argument.
Exceptions
std::domain_errorIf argument is less than 1.

Definition at line 41 of file acosh.hpp.

§ acosh() [4/5]

var stan::math::acosh ( const var a)
inline

The inverse hyperbolic cosine function for variables (C99).

For non-variable function, see acosh().

The derivative is defined by

\(\frac{d}{dx} \mbox{acosh}(x) = \frac{x}{x^2 - 1}\).

\[ \mbox{acosh}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < 1 \\ \cosh^{-1}(x) & \mbox{if } x \geq 1 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{acosh}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < 1 \\ \frac{\partial\, \cosh^{-1}(x)}{\partial x} & \mbox{if } x \geq 1 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \cosh^{-1}(x)=\ln\left(x+\sqrt{x^2-1}\right) \]

\[ \frac{\partial \, \cosh^{-1}(x)}{\partial x} = \frac{1}{\sqrt{x^2-1}} \]

Parameters
aThe variable.
Returns
Inverse hyperbolic cosine of the variable.

Definition at line 61 of file acosh.hpp.

§ acosh() [5/5]

template<typename T >
auto stan::math::acosh ( const T &  x)
inline

Return the elementwise application of acosh() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Elementwise acosh of members of container.

Definition at line 82 of file acosh.hpp.

§ add() [1/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::add ( const Eigen::Matrix< T1, R, C > &  m1,
const Eigen::Matrix< T2, R, C > &  m2 
)
inline

Return the sum of the specified matrices.

The two matrices must have the same dimensions.

Template Parameters
T1type of elements in the first matrix
T2type of elements in the second matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
m1First matrix.
m2Second matrix.
Returns
Sum of the matrices.
Exceptions
std::invalid_argumentif m1 and m2 do not have the same dimensions.

Definition at line 26 of file add.hpp.

§ add() [2/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::add ( const Eigen::Matrix< T1, R, C > &  m,
const T2 &  c 
)
inline

Return the sum of the specified matrix and specified scalar.

Template Parameters
T1type of elements in the matrix
T2type of scalar
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mMatrix.
cScalar.
Returns
The matrix plus the scalar.

Definition at line 44 of file add.hpp.

§ add() [3/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::add ( const T1 &  c,
const Eigen::Matrix< T2, R, C > &  m 
)
inline

Return the sum of the specified scalar and specified matrix.

Template Parameters
T1type of scalar
T2type of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
cScalar.
mMatrix.
Returns
The scalar plus the matrix.

Definition at line 61 of file add.hpp.

§ ADD_BINARY_OPERATION() [1/7]

stan::math::ADD_BINARY_OPERATION ( addition_  ,
operator+  ,
common_scalar_t< T_a COMMA T_b >  ,
"+"   
)

§ ADD_BINARY_OPERATION() [2/7]

stan::math::ADD_BINARY_OPERATION ( subtraction_  ,
operator-  ,
common_scalar_t< T_a COMMA T_b >  ,
"-"   
)

§ ADD_BINARY_OPERATION() [3/7]

stan::math::ADD_BINARY_OPERATION ( less_than_  )

§ ADD_BINARY_OPERATION() [4/7]

stan::math::ADD_BINARY_OPERATION ( greater_than_  ,
operator  ,
bool  ,
,
 
)

§ ADD_BINARY_OPERATION() [5/7]

stan::math::ADD_BINARY_OPERATION ( not_equals_  ,
operator!  ,
bool   
)

§ ADD_BINARY_OPERATION() [6/7]

stan::math::ADD_BINARY_OPERATION ( logical_or_  ,
operator||  ,
bool  ,
"||"   
)

§ ADD_BINARY_OPERATION() [7/7]

stan::math::ADD_BINARY_OPERATION ( logical_and_  ,
operator&&  ,
bool  ,
"&&"   
)

§ ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW() [1/5]

stan::math::ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW ( elewise_multiplication_  ,
elewise_multiplication  ,
common_scalar_t< T_a COMMA T_b >  ,
"*"  ,
using  base = binary_operation< elewise_multiplication_< T_a, T_b >, common_scalar_t< T_a, T_b >, T_a, T_b >;return both(std::get< 0 >(base::arguments_).view(), std::get< 1 >(base::arguments_).view()); 
)

§ ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW() [2/5]

stan::math::ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW ( elewise_division_  ,
elewise_division  ,
common_scalar_t< T_a COMMA T_b >  ,
"/"  ,
using  base = binary_operation< elewise_division_< T_a, T_b >, common_scalar_t< T_a, T_b >, T_a, T_b >;return either(std::get< 0 >(base::arguments_).view(), invert(std::get< 1 >(base::arguments_).view())); 
)

§ ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW() [3/5]

stan::math::ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW ( less_than_or_equal_  ,
operator<=  ,
bool  ,
"<="  ,
return matrix_cl_view::Entire   
)

§ ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW() [4/5]

stan::math::ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW ( greater_than_or_equal_  ,
operator>=  ,
bool  ,
">="  ,
return matrix_cl_view::Entire   
)

§ ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW() [5/5]

stan::math::ADD_BINARY_OPERATION_WITH_CUSTOM_VIEW ( equals_  ,
operator  = =,
bool   
)

§ add_diag() [1/2]

template<typename T_m , typename T_a >
Eigen::Matrix<return_type_t<T_m, T_a>, Eigen::Dynamic, Eigen::Dynamic> stan::math::add_diag ( const Eigen::Matrix< T_m, Eigen::Dynamic, Eigen::Dynamic > &  mat,
const T_a &  to_add 
)
inline

Returns a Matrix with values added along the main diagonal.

Template Parameters
T_mtype of element in Eigen::Matrix
T_aType of element to add along the diagonal
Parameters
mata matrix
to_addvalue to add along the diagonal
Returns
a matrix with to_add added along main diagonal

Definition at line 25 of file add_diag.hpp.

§ add_diag() [2/2]

template<typename T_m , typename T_a , int R, int C>
Eigen::Matrix<return_type_t<T_m, T_a>, Eigen::Dynamic, Eigen::Dynamic> stan::math::add_diag ( const Eigen::Matrix< T_m, Eigen::Dynamic, Eigen::Dynamic > &  mat,
const Eigen::Matrix< T_a, R, C > &  to_add 
)
inline

Returns a Matrix with values added along the main diagonal.

Template Parameters
T_mtype of element in Eigen::Matrix
T_aType of element to add along the diagonal
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mata matrix
to_addSequence of values to add along the diagonal
Returns
a matrix with to_add added along main diagonal
Exceptions
invalid_argumentif to_add is vector-like but does not have the same number of elements as the main diagonal of mat

Definition at line 50 of file add_diag.hpp.

§ adj_jac_apply()

template<typename F , typename... Targs>
auto stan::math::adj_jac_apply ( const Targs &...  args)

Return the result of applying the function defined by a nullary construction of F to the specified input argument.

adj_jac_apply makes it possible to write efficient reverse-mode autodiff code without ever touching Stan's autodiff internals

Mathematically, to use a function in reverse mode autodiff, you need to be able to evaluate the function (y = f(x)) and multiply the Jacobian of that function (df(x)/dx) by a vector.

As an example, pretend there exists some large, complicated function, L(x1, x2), which contains our smaller function f(x1, x2). The goal of autodiff is to compute the partials dL/dx1 and dL/dx2. If we break the large function into pieces:

y = f(x1, x2) L = g(y)

If we were given dL/dy we could compute dL/dx1 by the product dL/dy * dy/dx1 or dL/dx2 by the product dL/dy * dy/dx2

Because y = f(x1, x2), dy/dx1 is just df(x1, x2)/dx1, the Jacobian of the function we're trying to define with x2 held fixed. A similar thing happens for dy/dx2. In vector form,

dL/dx1 = (dL/dy)' * df(x1, x2)/dx1 and dL/dx2 = (dL/dy)' * df(x1, x2)/dx2

So implementing f(x1, x2) and the products above are all that is required mathematically to implement reverse-mode autodiff for a function.

adj_jac_apply takes as a template argument a functor F that supplies the non-static member functions (leaving exact template arguments off):

(required) Eigen::VectorXd operator()(const std::array<bool, size>& needs_adj, const T1& x1..., const T2& x2, ...)

where there can be any number of input arguments x1, x2, ... and T1, T2, ... can be either doubles or any Eigen::Matrix type with double scalar values. needs_adj is an array of size equal to the number of input arguments indicating whether or not the adjoint^T Jacobian product must be computed for each input argument. This argument is passed to operator() so that any unnecessary preparatory calculations for multiply_adjoint_jacobian can be avoided if possible.

(required) std::tuple<T1, T2, ...> multiply_adjoint_jacobian(const std::array<bool, size>& needs_adj, const Eigen::VectorXd& adj)

where T1, T2, etc. are the same types as in operator(), needs_adj is the same as in operator(), and adj is the vector dL/dy.

operator() is responsible for computing f(x) and multiply_adjoint_jacobian is responsible for computing the necessary adjoint transpose Jacobian products (which frequently does not require the calculation of the full Jacobian).

operator() will be called before multiply_adjoint_jacobian is called, and is only called once in the lifetime of the functor multiply_adjoint_jacobian is called after operator() and may be called multiple times for any single functor

The functor supplied to adj_jac_apply must be careful to allocate any variables it defines in the autodiff arena because its destructor will never be called and memory will leak if allocated anywhere else.

Targs (the input argument types) can be any mix of doubles, vars, ints, std::vectors with double, var, or int scalar components, or Eigen::Matrix s of any shape with var or double scalar components

Template Parameters
Ffunctor to be connected to the autodiff stack
Targstypes of arguments to pass to functor
Parameters
argsinput to the functor
Returns
the result of the specified operation wrapped up in vars

Definition at line 626 of file adj_jac_apply.hpp.

§ algebra_solver()

template<typename F , typename T1 , typename T2 >
Eigen::Matrix<T2, Eigen::Dynamic, 1> stan::math::algebra_solver ( const F &  f,
const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-10,
double  function_tolerance = 1e-6,
long int  max_num_steps = 1e+3 
)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use Powell's dogleg solver.

The user can also specify the relative tolerance (xtol in Eigen's code), the function tolerance, and the maximum number of steps (maxfev in Eigen's code).

Signature to maintain backward compatibility, will be removed in the future.

Template Parameters
Ftype of equation system function
T1type of elements in the x vector
T2type of elements in the y vector
Parameters
[in]fFunctor that evaluates the system of equations.
[in]xVector of starting values (initial guess).
[in]yparameter vector for the equation system.
[in]datcontinuous data vector for the equation system.
[in]dat_intinteger data vector for the equation system.
[in,out]msgsthe print stream for warning messages.
[in]relative_tolerancedetermines the convergence criteria for the solution.
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsmaximum number of function evaluations.
Returns
theta Vector of solutions to the system of equations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if relative_tolerance is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if the norm of the solution exceeds the function tolerance.

Definition at line 308 of file algebra_solver_powell.hpp.

§ algebra_solver_check()

template<typename T1 , typename T2 >
void stan::math::algebra_solver_check ( const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 >  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
double  function_tolerance,
long int  max_num_steps 
)

Definition at line 161 of file algebra_system.hpp.

§ algebra_solver_fp()

template<typename F , typename T1 , typename T2 , typename T_u , typename T_f >
Eigen::Matrix<T2, -1, 1> stan::math::algebra_solver_fp ( const F &  f,
const Eigen::Matrix< T1, -1, 1 > &  x,
const Eigen::Matrix< T2, -1, 1 > &  y,
const std::vector< double > &  x_r,
const std::vector< int > &  x_i,
const std::vector< T_u > &  u_scale,
const std::vector< T_f > &  f_scale,
std::ostream *  msgs = nullptr,
double  f_tol = 1e-8,
int  max_num_steps = 200 
)

Return a fixed pointer to the specified system of algebraic equations of form.

x = F(x; theta)

given an initial guess x, and parameters theta and data. Use the KINSOL solver from the SUNDIALS suite.

The user can also specify the scaling controls, the function tolerance, and the maximum number of steps.

Template Parameters
Ftype of equation system function.
Ttype of initial guess vector. The final soluton type doesn't depend on initial guess type, but we allow initial guess to be either data or param.
T_utype of scaling vector for unknowns. We allow it to be var because scaling could be parameter dependent. Internally these params are converted to data because scaling is applied.
T_ftype of scaling vector for residual. We allow it to be var because scaling could be parameter dependent. Internally these params are converted to data because scaling is applied.
Parameters
[in]fFunctor that evaluated the system of equations.
[in]xVector of starting values.
[in]yParameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[in]x_rContinuous data vector for the equation system.
[in]x_iInteger data vector for the equation system.
[in,out]msgsThe print stream for warning messages.
[in]u_scalediagonal scaling matrix elements Du such that Du*x has all components roughly the same magnitude when x is close to a solution. (ref. KINSOL user guide chap.2 sec. "Scaling")
[in]f_scalediagonal scaling matrix elements such that Df*(x-f(x)) has all components roughly the same magnitude when x is not too close to a solution. (ref. KINSOL user guide chap.2 sec. "Scaling")
[in]f_tolFunction-norm stopping tolerance.
[in]max_num_stepsmaximum number of function evaluations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if scaled_step_size is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.

Definition at line 365 of file algebra_solver_fp.hpp.

§ algebra_solver_newton() [1/2]

template<typename F , typename T >
Eigen::VectorXd stan::math::algebra_solver_newton ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
const Eigen::VectorXd &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  scaling_step_size = 1e-3,
double  function_tolerance = 1e-6,
long int  max_num_steps = 200 
)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use the KINSOL solver from the SUNDIALS suite.

The user can also specify the scaled step size, the function tolerance, and the maximum number of steps.

Template Parameters
Ftype of equation system function.
Ttype of initial guess vector.
Parameters
[in]fFunctor that evaluated the system of equations.
[in]xVector of starting values.
[in]yParameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[in]datContinuous data vector for the equation system.
[in]dat_intInteger data vector for the equation system.
[in,out]msgsThe print stream for warning messages.
[in]scaling_step_sizeScaled-step stopping tolerance. If a Newton step is smaller than the scaling step tolerance, the code breaks, assuming the solver is no longer making significant progress (i.e. is stuck)
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsmaximum number of function evaluations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if scaled_step_size is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.

Definition at line 59 of file algebra_solver_newton.hpp.

§ algebra_solver_newton() [2/2]

template<typename F , typename T1 , typename T2 >
Eigen::Matrix<T2, Eigen::Dynamic, 1> stan::math::algebra_solver_newton ( const F &  f,
const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  scaling_step_size = 1e-3,
double  function_tolerance = 1e-6,
long int  max_num_steps = 200 
)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use the KINSOL solver from the SUNDIALS suite.

The user can also specify the scaled step size, the function tolerance, and the maximum number of steps.

Overload the previous definition to handle the case where y is a vector of parameters (var). The overload calls the algebraic solver defined above and builds a vari object on top, using the algebra_solver_vari class.

Template Parameters
Ftype of equation system function.
Ttype of initial guess vector.
Parameters
[in]fFunctor that evaluated the system of equations.
[in]xVector of starting values.
[in]yParameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[in]datContinuous data vector for the equation system.
[in]dat_intInteger data vector for the equation system.
[in,out]msgsThe print stream for warning messages.
[in]scaling_step_sizeScaled-step stopping tolerance. If a Newton step is smaller than the scaling step tolerance, the code breaks, assuming the solver is no longer making significant progress (i.e. is stuck)
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsmaximum number of function evaluations.
Returns
theta Vector of solutions to the system of equations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if scaled_step_size is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.

Definition at line 122 of file algebra_solver_newton.hpp.

§ algebra_solver_powell() [1/2]

template<typename F , typename T >
Eigen::VectorXd stan::math::algebra_solver_powell ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
const Eigen::VectorXd &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-10,
double  function_tolerance = 1e-6,
long int  max_num_steps = 1e+3 
)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use Powell's dogleg solver.

The user can also specify the relative tolerance (xtol in Eigen's code), the function tolerance, and the maximum number of steps (maxfev in Eigen's code).

Throw an exception if the norm of f(x), where f is the output of the algebraic system and x the proposed solution, is greater than the function tolerance. We here use the norm as a metric to measure how far we are from the origin (0).

Template Parameters
Ftype of equation system function.
Ttype of initial guess vector.
Parameters
[in]fFunctor that evaluates the system of equations.
[in]xVector of starting values.
[in]yparameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[in]datcontinuous data vector for the equation system.
[in]dat_intinteger data vector for the equation system.
[in,out]msgsthe print stream for warning messages.
[in]relative_tolerancedetermines the convergence criteria for the solution.
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsmaximum number of function evaluations.
Returns
theta Vector of solutions to the system of equations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if relative_tolerance is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if the norm of the solution exceeds the function tolerance.

Definition at line 128 of file algebra_solver_powell.hpp.

§ algebra_solver_powell() [2/2]

template<typename F , typename T1 , typename T2 >
Eigen::Matrix<T2, Eigen::Dynamic, 1> stan::math::algebra_solver_powell ( const F &  f,
const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-10,
double  function_tolerance = 1e-6,
long int  max_num_steps = 1e+3 
)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use Powell's dogleg solver.

The user can also specify the relative tolerance (xtol in Eigen's code), the function tolerance, and the maximum number of steps (maxfev in Eigen's code).

Overload the previous definition to handle the case where y is a vector of parameters (var). The overload calls the algebraic solver defined above and builds a vari object on top, using the algebra_solver_vari class.

Template Parameters
Ftype of equation system function
T1type of elements in the x vector
T2type of elements in the y vector
Parameters
[in]fFunctor that evaluates the system of equations.
[in]xVector of starting values (initial guess).
[in]yparameter vector for the equation system.
[in]datcontinuous data vector for the equation system.
[in]dat_intinteger data vector for the equation system.
[in,out]msgsthe print stream for warning messages.
[in]relative_tolerancedetermines the convergence criteria for the solution.
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsmaximum number of function evaluations.
Returns
theta Vector of solutions to the system of equations.
Exceptions
<code>std::invalid_argument</code>if x has size zero.
<code>std::invalid_argument</code>if x has non-finite elements.
<code>std::invalid_argument</code>if y has non-finite elements.
<code>std::invalid_argument</code>if dat has non-finite elements.
<code>std::invalid_argument</code>if dat_int has non-finite elements.
<code>std::invalid_argument</code>if relative_tolerance is strictly negative.
<code>std::invalid_argument</code>if function_tolerance is strictly negative.
<code>std::invalid_argument</code>if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if solver exceeds max_num_steps.
<code>boost::math::evaluation_error</code>(which is a subclass of std::runtime_error) if the norm of the solution exceeds the function tolerance.

Definition at line 229 of file algebra_solver_powell.hpp.

§ append_array() [1/2]

template<typename T1 , typename T2 >
append_return_type<std::vector<T1>, std::vector<T2> >::type stan::math::append_array ( const std::vector< T1 > &  x,
const std::vector< T2 > &  y 
)
inline

Return the concatenation of two specified vectors in the order of the arguments.

The return type is computed with append_return_type

Template Parameters
T1type of elements in first vector
T2type of elements in second vector
Parameters
xFirst vector
ySecond vector
Returns
A vector of x and y concatenated together (in that order)

Definition at line 29 of file append_array.hpp.

§ append_array() [2/2]

template<typename T1 >
std::vector<T1> stan::math::append_array ( const std::vector< T1 > &  x,
const std::vector< T1 > &  y 
)
inline

Return the concatenation of two specified vectors in the order of the arguments.

Template Parameters
T1type of elements in both vectors
Parameters
xFirst vector
ySecond vector
Returns
A vector of x and y concatenated together (in that order)

Definition at line 59 of file append_array.hpp.

§ append_col() [1/6]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, Eigen::Dynamic> stan::math::append_col ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  B 
)
inline

Return the result of appending the second argument matrix after the first argument matrix, that is, putting them side by side, with the first matrix followed by the second matrix.

The inputs can be (matrix, matrix), (matrix, vector), (vector, matrix), or (vector, vector) and the output is always a matrix.

Template Parameters
T1type of elements in the first matrix
T2type of elements in the second matrix
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
AFirst matrix.
BSecond matrix.
Returns
Result of appending the first matrix followed by the second matrix side by side.

Definition at line 38 of file append_col.hpp.

§ append_col() [2/6]

template<typename T1 , typename T2 , int C1, int C2>
Eigen::Matrix<return_type_t<T1, T2>, 1, Eigen::Dynamic> stan::math::append_col ( const Eigen::Matrix< T1, 1, C1 > &  A,
const Eigen::Matrix< T2, 1, C2 > &  B 
)
inline

Return the result of concatenating the first row vector followed by the second row vector side by side, with the result being a row vector.

This function applies to (row_vector, row_vector) and returns a row_vector.

Template Parameters
T1type of elements in the first row vector
T2type of elements in the second row vector
C1number of columns in the first row vector, can be Eigen::Dynamic
C2number of columns in the second row vector, can be Eigen::Dynamic
Parameters
AFirst vector.
BSecond vector
Returns
Result of appending the second row vector to the right of the first row vector.

Definition at line 83 of file append_col.hpp.

§ append_col() [3/6]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::append_col ( const Eigen::Matrix< T, R1, C1 > &  A,
const Eigen::Matrix< T, R2, C2 > &  B 
)
inline

Return the result of appending the second argument matrix after the first argument matrix, that is, putting them side by side, with the first matrix followed by the second matrix.

This is an overloaded template function for the case when both matrices have the same type.

The inputs can be (matrix, matrix), (matrix, vector), (vector, matrix), or (vector, vector), and the output is always a matrix.

Template Parameters
Ttype of elements in both matrices
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
AFirst matrix.
BSecond matrix.
Returns
Result of appending the first matrix followed by the second matrix side by side.

Definition at line 126 of file append_col.hpp.

§ append_col() [4/6]

template<typename T , int C1, int C2>
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::append_col ( const Eigen::Matrix< T, 1, C1 > &  A,
const Eigen::Matrix< T, 1, C2 > &  B 
)
inline

Return the result of concatenating the first row vector followed by the second row vector side by side, with the result being a row vector.

This function applies to (row_vector, row_vector) and returns a row_vector.

Template Parameters
Ttype of elements in both vectors
C1number of columns in the first row vector, can be Eigen::Dynamic
C2number of columns in the second row vector, can be Eigen::Dynamic
Parameters
AFirst vector.
BSecond vector
Returns
Result of appending the second row vector to the right of the first row vector.

Definition at line 156 of file append_col.hpp.

§ append_col() [5/6]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, 1, Eigen::Dynamic> stan::math::append_col ( const T1 &  A,
const Eigen::Matrix< T2, R, C > &  B 
)
inline

Return the result of stacking an scalar on top of the a row vector, with the result being a row vector.

This function applies to (scalar, row vector) and returns a row vector.

Template Parameters
T1type of the scalar
T2type of elements in the row vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
Ascalar.
Brow vector.
Returns
Result of stacking the scalar on top of the row vector.

Definition at line 183 of file append_col.hpp.

§ append_col() [6/6]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, 1, Eigen::Dynamic> stan::math::append_col ( const Eigen::Matrix< T1, R, C > &  A,
const T2 &  B 
)
inline

Return the result of stacking a row vector on top of the an scalar, with the result being a row vector.

This function applies to (row vector, scalar) and returns a row vector.

Template Parameters
T1type of elements in the row vector
T2type of the scalar
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
Arow vector.
Bscalar.
Returns
Result of stacking the row vector on top of the scalar.

Definition at line 211 of file append_col.hpp.

§ append_row() [1/6]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, Eigen::Dynamic> stan::math::append_row ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  B 
)
inline

Return the result of stacking the rows of the first argument matrix on top of the second argument matrix.

The inputs can be (matrix, matrix), (matrix, row_vector), (row_vector, matrix), or (row_vector, row_vector), and the output is always a matrix.

Template Parameters
T1type of elements in first matrix
T2type of elements in second matrix
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
AFirst matrix.
BSecond matrix.
Returns
Result of stacking first matrix on top of second.

Definition at line 36 of file append_row.hpp.

§ append_row() [2/6]

template<typename T1 , typename T2 , int R1, int R2>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, 1> stan::math::append_row ( const Eigen::Matrix< T1, R1, 1 > &  A,
const Eigen::Matrix< T2, R2, 1 > &  B 
)
inline

Return the result of stacking the first vector on top of the second vector, with the result being a vector.

This function applies to (vector, vector) and returns a vector.

Template Parameters
T1type of elements in first vector
T2type of elements in second vector
R1number of rows in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
Parameters
AFirst vector.
BSecond vector.
Returns
Result of stacking first vector on top of the second vector.

Definition at line 76 of file append_row.hpp.

§ append_row() [3/6]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::append_row ( const Eigen::Matrix< T, R1, C1 > &  A,
const Eigen::Matrix< T, R2, C2 > &  B 
)
inline

Return the result of stacking the rows of the first argument matrix on top of the second argument matrix.

This is an overload for the case when the scalar types of the two input matrix are the same.

The inputs can be (matrix, matrix), (matrix, row_vector), (row_vector, matrix), or (row_vector, row_vector), and the output is always a matrix.

Template Parameters
Ttype of elements in both matrices
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
AFirst matrix.
BSecond matrix.
Returns
Result of stacking first matrix on top of second.

Definition at line 117 of file append_row.hpp.

§ append_row() [4/6]

template<typename T , int R1, int R2>
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::append_row ( const Eigen::Matrix< T, R1, 1 > &  A,
const Eigen::Matrix< T, R2, 1 > &  B 
)
inline

Return the result of stacking the first vector on top of the second vector, with the result being a vector.

This is an overloaded template function for the case where both inputs have the same scalar type.

This function applies to (vector, vector) and returns a vector.

Template Parameters
Ttype of elements in both vectors
R1number of rows in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
Parameters
AFirst vector.
BSecond vector.
Returns
Result of stacking first vector on top of the second vector.

Definition at line 148 of file append_row.hpp.

§ append_row() [5/6]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, 1> stan::math::append_row ( const T1 &  A,
const Eigen::Matrix< T2, R, C > &  B 
)
inline

Return the result of stacking an scalar on top of the a vector, with the result being a vector.

This function applies to (scalar, vector) and returns a vector.

Template Parameters
T1type of the scalar
T2type of elements in the vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
Ascalar.
Bvector.
Returns
Result of stacking the scalar on top of the vector.

Definition at line 174 of file append_row.hpp.

§ append_row() [6/6]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, 1> stan::math::append_row ( const Eigen::Matrix< T1, R, C > &  A,
const T2 &  B 
)
inline

Return the result of stacking a vector on top of the an scalar, with the result being a vector.

This function applies to (vector, scalar) and returns a vector.

Template Parameters
T1type of elements in the vector
T2type of the scalar
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
Avector.
Bscalar.
Returns
Result of stacking the vector on top of the scalar.

Definition at line 201 of file append_row.hpp.

§ as_array_or_scalar()

template<typename T , typename = require_eigen_t<T>>
auto stan::math::as_array_or_scalar ( const T &  v)
inline

Converts a matrix type to an array.

Template Parameters
TType of Eigen Matrix or expression
Parameters
vSpecified Eigen Matrix or expression.
Returns
Matrix converted to an array.

Definition at line 31 of file as_array_or_scalar.hpp.

§ as_bool() [1/2]

int stan::math::as_bool ( const var v)
inline

Return 1 if the argument is unequal to zero and 0 otherwise.

Parameters
vValue.
Returns
1 if argument is equal to zero (or NaN) and 0 otherwise.

Definition at line 16 of file as_bool.hpp.

§ as_bool() [2/2]

template<typename T >
bool stan::math::as_bool ( const T &  x)
inline

Return true if the argument is not equal to zero (in the != operator sense) and false otherwise.

Template Parameters
Ttype of scalar
Parameters
xvalue
Returns
true if value is not equal to zero

Definition at line 17 of file as_bool.hpp.

§ as_column_vector_or_scalar() [1/2]

template<typename T , typename = require_t<is_eigen_col_vector<T>>>
const auto& stan::math::as_column_vector_or_scalar ( const T &  a)
inline

Converts input argument to a column vector or a scalar.

For column vector inputs this is an identity function.

Template Parameters
TType of scalar element.
Parameters
aSpecified vector.
Returns
Same vector.

Definition at line 33 of file as_column_vector_or_scalar.hpp.

§ as_column_vector_or_scalar() [2/2]

template<typename T , typename = require_t<is_eigen_row_vector<T>>>
auto stan::math::as_column_vector_or_scalar ( const T &  a)
inline

Converts input argument to a column vector or a scalar.

For a row vector input this is transpose.

Template Parameters
TType of scalar element.
Parameters
aSpecified vector.
Returns
Transposed vector.

Definition at line 46 of file as_column_vector_or_scalar.hpp.

§ as_operation_cl() [1/3]

template<typename T_operation , typename = std::enable_if_t<std::is_base_of< operation_cl_base, std::remove_reference_t<T_operation>>::value>>
T_operation&& stan::math::as_operation_cl ( T_operation &&  a)
inline

Converts any valid kernel generator expression into an operation.

This is an overload for operations - a no-op

Template Parameters
T_operationtype of the input operation
Parameters
aan operation
Returns
operation

Definition at line 26 of file as_operation_cl.hpp.

§ as_operation_cl() [2/3]

template<typename T_scalar , typename = require_arithmetic_t<T_scalar>>
scalar_<T_scalar> stan::math::as_operation_cl ( const T_scalar  a)
inline

Converts any valid kernel generator expression into an operation.

This is an overload for scalars (arithmetic types). It wraps them into scalar_.

Template Parameters
T_scalartype of the input scalar
Parameters
ascalar
Returns
scalar_ wrapping the input

Definition at line 38 of file as_operation_cl.hpp.

§ as_operation_cl() [3/3]

template<typename T_matrix_cl , typename = require_matrix_cl_t<T_matrix_cl>>
load_<T_matrix_cl> stan::math::as_operation_cl ( T_matrix_cl &&  a)
inline

Converts any valid kernel generator expression into an operation.

This is an overload for matrix_cl. It wraps them into into load_.

Template Parameters
T_matrix_clmatrix_cl
Parameters
amatrix_cl
Returns
load_ wrapping the input

Definition at line 50 of file as_operation_cl.hpp.

§ asin() [1/4]

template<typename T >
fvar<T> stan::math::asin ( const fvar< T > &  x)
inline

Definition at line 13 of file asin.hpp.

§ asin() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::asin ( const T &  x)
inline

Vectorized version of asin().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Arcsine of each variable in the container, in radians.

Definition at line 34 of file asin.hpp.

§ asin() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::asin ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of asin() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arcsine of each variable in the container, in radians.

Definition at line 47 of file asin.hpp.

§ asin() [4/4]

var stan::math::asin ( const var a)
inline

Return the principal value of the arc sine, in radians, of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \arcsin x = \frac{1}{\sqrt{1 - x^2}}\).

\[ \mbox{asin}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \arcsin(x) & \mbox{if } -1\leq x\leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{asin}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \frac{\partial\, \arcsin(x)}{\partial x} & \mbox{if } -1\leq x\leq 1 \\ \textrm{NaN} & \mbox{if } x < -1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial \, \arcsin(x)}{\partial x} = \frac{1}{\sqrt{1-x^2}} \]

Parameters
aVariable in range [-1, 1].
Returns
Arc sine of variable, in radians.

Definition at line 57 of file asin.hpp.

§ asinh() [1/5]

template<typename T >
fvar<T> stan::math::asinh ( const fvar< T > &  x)
inline

Definition at line 14 of file asinh.hpp.

§ asinh() [2/5]

double stan::math::asinh ( double  x)
inline

Return the inverse hyperbolic sine of the specified value.

Returns infinity for infinity argument and -infinity for -infinity argument. Returns nan for nan argument.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic sine of the argument.

Definition at line 19 of file asinh.hpp.

§ asinh() [3/5]

double stan::math::asinh ( int  x)
inline

Integer version of asinh.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic sine of the argument.

Definition at line 27 of file asinh.hpp.

§ asinh() [4/5]

template<typename T >
auto stan::math::asinh ( const T &  x)
inline

Vectorized version of asinh().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Inverse hyperbolic sine of each value in the container.

Definition at line 51 of file asinh.hpp.

§ asinh() [5/5]

var stan::math::asinh ( const var a)
inline

The inverse hyperbolic sine function for variables (C99).

The derivative is defined by

\(\frac{d}{dx} \mbox{asinh}(x) = \frac{x}{x^2 + 1}\).

\[ \mbox{asinh}(x) = \begin{cases} \sinh^{-1}(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{asinh}(x)}{\partial x} = \begin{cases} \frac{\partial\, \sinh^{-1}(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \sinh^{-1}(x)=\ln\left(x+\sqrt{x^2+1}\right) \]

\[ \frac{\partial \, \sinh^{-1}(x)}{\partial x} = \frac{1}{\sqrt{x^2+1}} \]

Parameters
aThe variable.
Returns
Inverse hyperbolic sine of the variable.

Definition at line 55 of file asinh.hpp.

§ assign() [1/5]

template<typename T_lhs , typename T_rhs >
void stan::math::assign ( T_lhs &  x,
const T_rhs &  y 
)
inline

Copy the right-hand side's value to the left-hand side variable.

The assign() function is overloaded. This instance will match arguments where the right-hand side is assignable to the left and they are not both std::vector or Eigen::Matrix types.

Template Parameters
T_lhsType of left-hand side.
T_rhsType of right-hand side.
Parameters
xLeft-hand side.
yRight-hand side.

Definition at line 45 of file assign.hpp.

§ assign() [2/5]

template<typename T_lhs , typename T_rhs , int R1, int C1, int R2, int C2>
void stan::math::assign ( Eigen::Matrix< T_lhs, R1, C1 > &  x,
const Eigen::Matrix< T_rhs, R2, C2 > &  y 
)
inline

Copy the right-hand side's value to the left-hand side variable.

The assign() function is overloaded. This instance will be called for arguments that are both Eigen::Matrix types, but whose shapes are not compatible. The shapes are specified in the row and column template parameters.

Template Parameters
T_lhstype of elements in the left-hand side matrix
T_rhstype of elements in the right-hand side matrix
R1number of rows in the left-hand side matrix or Eigen::Dynamic
C1number of columns in the left-hand side matrix or Eigen::Dynamic
R2number of rows in the right-hand side matrix or Eigen::Dynamic
C2number of columns in the right-hand side matrix or Eigen::Dynamic
Parameters
xLeft-hand side matrix.
yRight-hand side matrix.
Exceptions
std::invalid_argument

Definition at line 71 of file assign.hpp.

§ assign() [3/5]

template<typename T_lhs , typename T_rhs , int R, int C>
void stan::math::assign ( Eigen::Matrix< T_lhs, R, C > &  x,
const Eigen::Matrix< T_rhs, R, C > &  y 
)
inline

Copy the right-hand side's value to the left-hand side variable.

The assign() function is overloaded. This instance will be called for arguments that are both Eigen::Matrix types and whose shapes match. The shapes are specified in the row and column template parameters.

Template Parameters
T_lhstype of elements in the left-hand side matrix
T_rhstype of elements in the right-hand side matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xLeft-hand side matrix.
yRight-hand side matrix.
Exceptions
std::invalid_argumentif sizes do not match.

Definition at line 107 of file assign.hpp.

§ assign() [4/5]

template<typename T_lhs , typename T , int R, int C>
void stan::math::assign ( Eigen::Block< T_lhs >  x,
const Eigen::Matrix< T, R, C > &  y 
)
inline

Copy the right-hand side's value to the left-hand side variable.

The assign() function is overloaded. This instance will be called for arguments that are both Eigen::Matrix types and whose shapes match. The shape of the right-hand side matrix is specified in the row and column shape template parameters.

The left-hand side is intentionally not a reference, because that won't match generally enough; instead, a non-reference is used, which still holds onto a reference to the contained matrix and thus still updates the appropriate values.

Template Parameters
T_lhstype of matrix block elements
Ttype of elements in the right-hand side matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xLeft-hand side block view of matrix.
yRight-hand side matrix.
Exceptions
std::invalid_argumentif sizes do not match.

Definition at line 140 of file assign.hpp.

§ assign() [5/5]

template<typename T_lhs , typename T_rhs >
void stan::math::assign ( std::vector< T_lhs > &  x,
const std::vector< T_rhs > &  y 
)
inline

Copy the right-hand side's value to the left-hand side variable.

The assign() function is overloaded. This instance will be called for arguments that are both std::vector, and will call assign() element-by element.

For example, a std::vector<int> can be assigned to a std::vector<double> using this function.

Template Parameters
T_lhstype of elements in the left-hand side vector
T_rhstype of elements in the right-hand side vector
Parameters
xLeft-hand side vector.
yRight-hand side vector.
Exceptions
std::invalid_argumentif sizes do not match.

Definition at line 172 of file assign.hpp.

§ atan() [1/4]

template<typename T >
fvar<T> stan::math::atan ( const fvar< T > &  x)
inline

Definition at line 13 of file atan.hpp.

§ atan() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary<atan_fun, T>::return_t stan::math::atan ( const T &  x)
inline

Vectorized version of atan().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Arctan of each value in x, in radians.

Definition at line 34 of file atan.hpp.

§ atan() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::atan ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of atan() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Elementwise atan of members of container.

Definition at line 47 of file atan.hpp.

§ atan() [4/4]

var stan::math::atan ( const var a)
inline

Return the principal value of the arc tangent, in radians, of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \arctan x = \frac{1}{1 + x^2}\).

\[ \mbox{atan}(x) = \begin{cases} \arctan(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{atan}(x)}{\partial x} = \begin{cases} \frac{\partial\, \arctan(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial \, \arctan(x)}{\partial x} = \frac{1}{x^2+1} \]

Parameters
aVariable in range [-1, 1].
Returns
Arc tangent of variable, in radians.

Definition at line 49 of file atan.hpp.

§ atan2() [1/6]

template<typename T >
fvar<T> stan::math::atan2 ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 13 of file atan2.hpp.

§ atan2() [2/6]

template<typename T >
fvar<T> stan::math::atan2 ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 21 of file atan2.hpp.

§ atan2() [3/6]

template<typename T >
fvar<T> stan::math::atan2 ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 28 of file atan2.hpp.

§ atan2() [4/6]

var stan::math::atan2 ( const var a,
const var b 
)
inline

Return the principal value of the arc tangent, in radians, of the first variable divided by the second (cmath).

The partial derivatives are defined by

\( \frac{\partial}{\partial x} \arctan \frac{x}{y} = \frac{y}{x^2 + y^2}\), and

\( \frac{\partial}{\partial y} \arctan \frac{x}{y} = \frac{-x}{x^2 + y^2}\).

Parameters
aNumerator variable.
bDenominator variable.
Returns
The arc tangent of the fraction, in radians.

Definition at line 61 of file atan2.hpp.

§ atan2() [5/6]

var stan::math::atan2 ( const var a,
double  b 
)
inline

Return the principal value of the arc tangent, in radians, of the first variable divided by the second scalar (cmath).

The derivative with respect to the variable is

\( \frac{d}{d x} \arctan \frac{x}{c} = \frac{c}{x^2 + c^2}\).

Parameters
aNumerator variable.
bDenominator scalar.
Returns
The arc tangent of the fraction, in radians.

Definition at line 77 of file atan2.hpp.

§ atan2() [6/6]

var stan::math::atan2 ( double  a,
const var b 
)
inline

Return the principal value of the arc tangent, in radians, of the first scalar divided by the second variable (cmath).

The derivative with respect to the variable is

\( \frac{\partial}{\partial y} \arctan \frac{c}{y} = \frac{-c}{c^2 + y^2}\).

\[ \mbox{atan2}(x, y) = \begin{cases} \arctan\left(\frac{x}{y}\right) & \mbox{if } -\infty\leq x \leq \infty, -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{atan2}(x, y)}{\partial x} = \begin{cases} \frac{y}{x^2+y^2} & \mbox{if } -\infty\leq x\leq \infty, -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{atan2}(x, y)}{\partial y} = \begin{cases} -\frac{x}{x^2+y^2} & \mbox{if } -\infty\leq x\leq \infty, -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aNumerator scalar.
bDenominator variable.
Returns
The arc tangent of the fraction, in radians.

Definition at line 117 of file atan2.hpp.

§ atanh() [1/5]

template<typename T >
fvar<T> stan::math::atanh ( const fvar< T > &  x)
inline

Return inverse hyperbolic tangent of specified value.

Template Parameters
Tscalar type of forward-mode autodiff variable argument.
Parameters
xArgument.
Returns
Inverse hyperbolic tangent of argument.
Exceptions
std::domain_errorif x < -1 or x > 1.

Definition at line 22 of file atanh.hpp.

§ atanh() [2/5]

double stan::math::atanh ( double  x)
inline

Return the inverse hyperbolic tangent of the specified value.

An argument of -1 returns negative infinity and an argument of 1 returns infinity. Returns nan for nan argument.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic tangent of the argument.
Exceptions
std::domain_errorIf argument is not in [-1, 1].

Definition at line 22 of file atanh.hpp.

§ atanh() [3/5]

double stan::math::atanh ( int  x)
inline

Integer version of atanh.

Parameters
[in]xArgument.
Returns
Inverse hyperbolic tangent of the argument.
Exceptions
std::domain_errorIf argument is less than 1.

Definition at line 38 of file atanh.hpp.

§ atanh() [4/5]

var stan::math::atanh ( const var a)
inline

The inverse hyperbolic tangent function for variables (C99).

The derivative is defined by

\(\frac{d}{dx} \mbox{atanh}(x) = \frac{1}{1 - x^2}\).

\[ \mbox{atanh}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \tanh^{-1}(x) & \mbox{if } -1\leq x \leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{atanh}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < -1\\ \frac{\partial\, \tanh^{-1}(x)}{\partial x} & \mbox{if } -1\leq x\leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \tanh^{-1}(x)=\frac{1}{2}\ln\left(\frac{1+x}{1-x}\right) \]

\[ \frac{\partial \, \tanh^{-1}(x)}{\partial x} = \frac{1}{1-x^2} \]

Parameters
aThe variable.
Returns
Inverse hyperbolic tangent of the variable.
Exceptions
std::domain_errorif a < -1 or a > 1

Definition at line 58 of file atanh.hpp.

§ atanh() [5/5]

template<typename T >
auto stan::math::atanh ( const T &  x)
inline

Return the elementwise application of atanh() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Elementwise atanh of members of container.

Definition at line 75 of file atanh.hpp.

§ autocorrelation() [1/4]

template<typename T >
void stan::math::autocorrelation ( const std::vector< T > &  y,
std::vector< T > &  ac,
Eigen::FFT< T > &  fft 
)

Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

An FFT engine can be created for reuse for type double with:

    Eigen::FFT<double> fft;
Template Parameters
TScalar type.
Parameters
yInput sequence.
acAutocorrelations.
fftFFT engine instance.

Definition at line 62 of file autocorrelation.hpp.

§ autocorrelation() [2/4]

template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocorrelation ( const Eigen::MatrixBase< DerivedA > &  y,
Eigen::MatrixBase< DerivedB > &  ac,
Eigen::FFT< T > &  fft 
)

Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

An FFT engine can be created for reuse for type double with:

    Eigen::FFT<double> fft;
Template Parameters
TScalar type.
Parameters
yInput sequence.
acAutocorrelations.
fftFFT engine instance.

Definition at line 119 of file autocorrelation.hpp.

§ autocorrelation() [3/4]

template<typename T >
void stan::math::autocorrelation ( const std::vector< T > &  y,
std::vector< T > &  ac 
)

Write autocorrelation estimates for every lag for the specified input sequence into the specified result.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

This method is just a light wrapper around the three-argument autocorrelation function.

Template Parameters
TScalar type.
Parameters
yInput sequence.
acAutocorrelations.

Definition at line 164 of file autocorrelation.hpp.

§ autocorrelation() [4/4]

template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocorrelation ( const Eigen::MatrixBase< DerivedA > &  y,
Eigen::MatrixBase< DerivedB > &  ac 
)

Write autocorrelation estimates for every lag for the specified input sequence into the specified result.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

This method is just a light wrapper around the three-argument autocorrelation function

Template Parameters
TScalar type.
Parameters
yInput sequence.
acAutocorrelations.

Definition at line 191 of file autocorrelation.hpp.

§ autocovariance() [1/4]

template<typename T >
void stan::math::autocovariance ( const std::vector< T > &  y,
std::vector< T > &  acov,
Eigen::FFT< T > &  fft 
)

Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

An FFT engine can be created for reuse for type double with:

    Eigen::FFT<double> fft;
Template Parameters
TScalar type.
Parameters
yInput sequence.
acovAutocovariance.
fftFFT engine instance.

Definition at line 33 of file autocovariance.hpp.

§ autocovariance() [2/4]

template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocovariance ( const Eigen::MatrixBase< DerivedA > &  y,
Eigen::MatrixBase< DerivedB > &  acov,
Eigen::FFT< T > &  fft 
)

Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

An FFT engine can be created for reuse for type double with:

    Eigen::FFT<double> fft;
Template Parameters
Tscalar type
DerivedAtype of the first matrix
DerivedBtype of the second matrix
Parameters
yInput sequence.
acovAutocovariance.
fftFFT engine instance.

Definition at line 66 of file autocovariance.hpp.

§ autocovariance() [3/4]

template<typename T >
void stan::math::autocovariance ( const std::vector< T > &  y,
std::vector< T > &  acov 
)

Write autocovariance estimates for every lag for the specified input sequence into the specified result.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

This method is just a light wrapper around the three-argument autocovariance function.

Template Parameters
TScalar type.
Parameters
yInput sequence.
acovAutocovariances.

Definition at line 89 of file autocovariance.hpp.

§ autocovariance() [4/4]

template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocovariance ( const Eigen::MatrixBase< DerivedA > &  y,
Eigen::MatrixBase< DerivedB > &  acov 
)

Write autocovariance estimates for every lag for the specified input sequence into the specified result.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

This method is just a light wrapper around the three-argument autocovariance function

Template Parameters
Tscalar type
DerivedAtype of the first matrix
DerivedBtype of the second matrix
Parameters
yInput sequence.
acovAutocovariances.

Definition at line 118 of file autocovariance.hpp.

§ bernoulli_logit_glm_lpmf() [1/2]

template<typename T_alpha , typename T_beta >
return_type_t<T_beta, T_alpha> stan::math::bernoulli_logit_glm_lpmf ( const matrix_cl< int > &  y,
const matrix_cl< double > &  x,
const T_alpha &  alpha,
const T_beta &  beta 
)
inline

Definition at line 143 of file bernoulli_logit_glm_lpmf.hpp.

§ bernoulli_logit_glm_lpmf() [2/2]

template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t<T_x, T_beta, T_alpha> stan::math::bernoulli_logit_glm_lpmf ( const T_y &  y,
const T_x &  x,
const T_alpha &  alpha,
const T_beta &  beta 
)
inline

Definition at line 167 of file bernoulli_logit_glm_lpmf.hpp.

§ bernoulli_logit_lpmf()

template<typename T_n , typename T_prob >
return_type_t<T_prob> stan::math::bernoulli_logit_lpmf ( const T_n &  n,
const T_prob &  theta 
)
inline

Definition at line 85 of file bernoulli_logit_lpmf.hpp.

§ bernoulli_lpmf()

template<typename T_y , typename T_prob >
return_type_t<T_prob> stan::math::bernoulli_lpmf ( const T_y &  n,
const T_prob &  theta 
)
inline

Definition at line 107 of file bernoulli_lpmf.hpp.

§ bessel_first_kind() [1/3]

template<typename T >
fvar<T> stan::math::bessel_first_kind ( int  v,
const fvar< T > &  z 
)
inline

Definition at line 12 of file bessel_first_kind.hpp.

§ bessel_first_kind() [2/3]

var stan::math::bessel_first_kind ( int  v,
const var a 
)
inline

Definition at line 25 of file bessel_first_kind.hpp.

§ bessel_first_kind() [3/3]

template<typename T2 >
T2 stan::math::bessel_first_kind ( int  v,
const T2  z 
)
inline

\[ \mbox{bessel\_first\_kind}(v, x) = \begin{cases} J_v(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{error} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{bessel\_first\_kind}(v, x)}{\partial x} = \begin{cases} \frac{\partial\, J_v(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{error} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ J_v(x)=\left(\frac{1}{2}x\right)^v \sum_{k=0}^\infty \frac{\left(-\frac{1}{4}x^2\right)^k}{k!\, \Gamma(v+k+1)} \]

\[ \frac{\partial \, J_v(x)}{\partial x} = \frac{v}{x}J_v(x)-J_{v+1}(x) \]

Definition at line 38 of file bessel_first_kind.hpp.

§ bessel_second_kind() [1/3]

template<typename T >
fvar<T> stan::math::bessel_second_kind ( int  v,
const fvar< T > &  z 
)
inline

Definition at line 12 of file bessel_second_kind.hpp.

§ bessel_second_kind() [2/3]

var stan::math::bessel_second_kind ( int  v,
const var a 
)
inline

Definition at line 25 of file bessel_second_kind.hpp.

§ bessel_second_kind() [3/3]

template<typename T2 >
T2 stan::math::bessel_second_kind ( int  v,
const T2  z 
)
inline

\[ \mbox{bessel\_second\_kind}(v, x) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0 \\ Y_v(x) & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{bessel\_second\_kind}(v, x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0 \\ \frac{\partial\, Y_v(x)}{\partial x} & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ Y_v(x)=\frac{J_v(x)\cos(v\pi)-J_{-v}(x)}{\sin(v\pi)} \]

\[ \frac{\partial \, Y_v(x)}{\partial x} = \frac{v}{x}Y_v(x)-Y_{v+1}(x) \]

Definition at line 40 of file bessel_second_kind.hpp.

§ beta() [1/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::beta ( const T1  a,
const T2  b 
)
inline

Return the beta function applied to the specified arguments.

The beta function is defined for \(a > 0\) and \(b > 0\) by

\(\mbox{B}(a, b) = \frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)}\).

\[ \mbox{beta}(\alpha, \beta) = \begin{cases} \int_0^1 u^{\alpha - 1} (1 - u)^{\beta - 1} \, du & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \alpha} = \begin{cases} \left(\psi(\alpha)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \beta} = \begin{cases} \left(\psi(\beta)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first value
T2type of second value
Parameters
aFirst value
bSecond value
Returns
Beta function applied to the two values.

Definition at line 51 of file beta.hpp.

§ beta() [2/7]

template<typename T >
fvar<T> stan::math::beta ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return fvar with the beta function applied to the specified arguments and its gradient.

The beta function is defined for \(a > 0\) and \(b > 0\) by

\(\mbox{B}(a, b) = \frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)}\).

\[ \mbox{beta}(\alpha, \beta) = \begin{cases} \int_0^1 u^{\alpha - 1} (1 - u)^{\beta - 1} \, du & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \alpha} = \begin{cases} \left(\psi(\alpha)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \beta} = \begin{cases} \left(\psi(\beta)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

Template Parameters
Tinner type of the fvar
Parameters
x1First value
x2Second value
Returns
Fvar with result beta function of arguments and gradients.

Definition at line 51 of file beta.hpp.

§ beta() [3/7]

template<typename T >
fvar<T> stan::math::beta ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 60 of file beta.hpp.

§ beta() [4/7]

template<typename T >
fvar<T> stan::math::beta ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 67 of file beta.hpp.

§ beta() [5/7]

var stan::math::beta ( const var a,
const var b 
)
inline

Definition at line 69 of file beta.hpp.

§ beta() [6/7]

var stan::math::beta ( const var a,
double  b 
)
inline

Definition at line 91 of file beta.hpp.

§ beta() [7/7]

var stan::math::beta ( double  a,
const var b 
)
inline

Definition at line 113 of file beta.hpp.

§ beta_binomial_lpmf()

template<typename T_n , typename T_N , typename T_size1 , typename T_size2 >
return_type_t<T_size1, T_size2> stan::math::beta_binomial_lpmf ( const T_n &  n,
const T_N &  N,
const T_size1 &  alpha,
const T_size2 &  beta 
)

Definition at line 146 of file beta_binomial_lpmf.hpp.

§ beta_lpdf()

template<typename T_y , typename T_scale_succ , typename T_scale_fail >
return_type_t<T_y, T_scale_succ, T_scale_fail> stan::math::beta_lpdf ( const T_y &  y,
const T_scale_succ &  alpha,
const T_scale_fail &  beta 
)
inline

Definition at line 180 of file beta_lpdf.hpp.

§ beta_proportion_lpdf()

template<typename T_y , typename T_loc , typename T_prec >
return_type_t<T_y, T_loc, T_prec> stan::math::beta_proportion_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_prec &  kappa 
)
inline

Definition at line 171 of file beta_proportion_lpdf.hpp.

§ binary_log_loss() [1/3]

template<typename T >
fvar<T> stan::math::binary_log_loss ( int  y,
const fvar< T > &  y_hat 
)
inline

Definition at line 12 of file binary_log_loss.hpp.

§ binary_log_loss() [2/3]

template<typename T >
T stan::math::binary_log_loss ( int  y,
const T &  y_hat 
)
inline

Returns the log loss function for binary classification with specified reference and response values.

The log loss function for prediction \(\hat{y} \in [0, 1]\) given outcome \(y \in \{ 0, 1 \}\) is

\(\mbox{logloss}(1, \hat{y}) = -\log \hat{y} \), and

\(\mbox{logloss}(0, \hat{y}) = -\log (1 - \hat{y}) \).

Template Parameters
Tvalue type
Parameters
[in]yreference value, either 0 or 1
[in]y_hatresponse value in [0, 1]
Returns
Log loss for response given reference value

Definition at line 28 of file binary_log_loss.hpp.

§ binary_log_loss() [3/3]

var stan::math::binary_log_loss ( int  y,
const var y_hat 
)
inline

The log loss function for variables (stan).

See binary_log_loss() for the double-based version.

The derivative with respect to the variable \(\hat{y}\) is

\(\frac{d}{d\hat{y}} \mbox{logloss}(1, \hat{y}) = - \frac{1}{\hat{y}}\), and

\(\frac{d}{d\hat{y}} \mbox{logloss}(0, \hat{y}) = \frac{1}{1 - \hat{y}}\).

\[ \mbox{binary\_log\_loss}(y, \hat{y}) = \begin{cases} y \log \hat{y} + (1 - y) \log (1 - \hat{y}) & \mbox{if } 0\leq \hat{y}\leq 1, y\in\{ 0, 1 \}\\[6pt] \textrm{NaN} & \mbox{if } \hat{y} = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{binary\_log\_loss}(y, \hat{y})}{\partial \hat{y}} = \begin{cases} \frac{y}{\hat{y}}-\frac{1-y}{1-\hat{y}} & \mbox{if } 0\leq \hat{y}\leq 1, y\in\{ 0, 1 \}\\[6pt] \textrm{NaN} & \mbox{if } \hat{y} = \textrm{NaN} \end{cases} \]

Parameters
yReference value.
y_hatResponse variable.
Returns
Log loss of response versus reference value.

Definition at line 62 of file binary_log_loss.hpp.

§ binomial_coefficient_log()

template<typename T_N , typename T_n >
return_type_t<T_N, T_n> stan::math::binomial_coefficient_log ( const T_N  N,
const T_n  n 
)
inline

Return the log of the binomial coefficient for the specified arguments.

The binomial coefficient, \({N \choose n}\), read "N choose n", is defined for \(0 \leq n \leq N\) by

\({N \choose n} = \frac{N!}{n! (N-n)!}\).

This function uses Gamma functions to define the log and generalize the arguments to continuous N and n.

\( \log {N \choose n} = \log \ \Gamma(N+1) - \log \Gamma(n+1) - \log \Gamma(N-n+1)\).

\[ \mbox{binomial\_coefficient\_log}(x, y) = \begin{cases} \textrm{error} & \mbox{if } y > x \textrm{ or } y < 0\\ \ln\Gamma(x+1) & \mbox{if } 0\leq y \leq x \\ \quad -\ln\Gamma(y+1)& \\ \quad -\ln\Gamma(x-y+1)& \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{binomial\_coefficient\_log}(x, y)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } y > x \textrm{ or } y < 0\\ \Psi(x+1) & \mbox{if } 0\leq y \leq x \\ \quad -\Psi(x-y+1)& \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{binomial\_coefficient\_log}(x, y)}{\partial y} = \begin{cases} \textrm{error} & \mbox{if } y > x \textrm{ or } y < 0\\ -\Psi(y+1) & \mbox{if } 0\leq y \leq x \\ \quad +\Psi(x-y+1)& \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T_Ntype of the first argument
T_ntype of the second argument
Parameters
Ntotal number of objects.
nnumber of objects chosen.
Returns
log (N choose n).

Definition at line 65 of file binomial_coefficient_log.hpp.

§ binomial_logit_lpmf()

template<typename T_n , typename T_N , typename T_prob >
return_type_t<T_prob> stan::math::binomial_logit_lpmf ( const T_n &  n,
const T_N &  N,
const T_prob &  alpha 
)
inline

Definition at line 111 of file binomial_logit_lpmf.hpp.

§ binomial_lpmf()

template<typename T_n , typename T_N , typename T_prob >
return_type_t<T_prob> stan::math::binomial_lpmf ( const T_n &  n,
const T_N &  N,
const T_prob &  theta 
)
inline

Definition at line 105 of file binomial_lpmf.hpp.

§ block() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::block ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m,
size_t  i,
size_t  j,
size_t  nrows,
size_t  ncols 
)
inline

Return a nrows x ncols submatrix starting at (i-1, j-1).

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
iStarting row.
jStarting column.
nrowsNumber of rows in block.
ncolsNumber of columns in block.
Exceptions
std::out_of_rangeif either index is out of range.

Definition at line 22 of file block.hpp.

§ block() [2/2]

template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
block_<as_operation_cl_t<T> > stan::math::block ( T &&  a,
int  start_row,
int  start_col,
int  rows,
int  cols 
)
inline

Block of a kernel generator expression.

Template Parameters
Ttype of argument
Parameters
ainput argument
start_rowfirst row of block
start_colfirst column of a block
rowsnumber of rows in block
colsnumber of columns in block
Returns
Block of given expression

Definition at line 230 of file block.hpp.

§ build_vari_array()

template<int R, int C>
vari** stan::math::build_vari_array ( const Eigen::Matrix< var, R, C > &  x)

Allocates and populates a flat array of vari pointers in the autodiff arena with the varis pointed to by the vars in the input Eigen matrix.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xinput matrix
Returns
Flat array of vari pointers

Definition at line 21 of file build_vari_array.hpp.

§ calculate_chain()

double stan::math::calculate_chain ( double  x,
double  val 
)
inline

Definition at line 10 of file calculate_chain.hpp.

§ categorical_logit_glm_lpmf() [1/2]

template<typename T_alpha_scalar , typename T_beta_scalar >
return_type_t<T_alpha_scalar, T_beta_scalar> stan::math::categorical_logit_glm_lpmf ( const matrix_cl< int > &  y,
const matrix_cl< double > &  x,
const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &  alpha,
const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &  beta 
)

Definition at line 142 of file categorical_logit_glm_lpmf.hpp.

§ categorical_logit_glm_lpmf() [2/2]

template<typename T_y , typename T_x_scalar , int T_x_rows, typename T_alpha_scalar , typename T_beta_scalar >
return_type_t<T_x_scalar, T_alpha_scalar, T_beta_scalar> stan::math::categorical_logit_glm_lpmf ( const T_y &  y,
const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &  x,
const Eigen::Matrix< T_alpha_scalar, Eigen::Dynamic, 1 > &  alpha,
const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, Eigen::Dynamic > &  beta 
)

Definition at line 187 of file categorical_logit_glm_lpmf.hpp.

§ categorical_logit_lpmf() [1/4]

template<bool propto, typename T_prob >
return_type_t<T_prob> stan::math::categorical_logit_lpmf ( int  n,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  beta 
)

Definition at line 16 of file categorical_logit_lpmf.hpp.

§ categorical_logit_lpmf() [2/4]

template<typename T_prob >
return_type_t<T_prob> stan::math::categorical_logit_lpmf ( int  n,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  beta 
)
inline

Definition at line 33 of file categorical_logit_lpmf.hpp.

§ categorical_logit_lpmf() [3/4]

template<bool propto, typename T_prob >
return_type_t<T_prob> stan::math::categorical_logit_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  beta 
)

Definition at line 39 of file categorical_logit_lpmf.hpp.

§ categorical_logit_lpmf() [4/4]

template<typename T_prob >
return_type_t<T_prob> stan::math::categorical_logit_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  beta 
)
inline

Definition at line 67 of file categorical_logit_lpmf.hpp.

§ categorical_lpmf() [1/4]

template<bool propto, typename T_prob >
return_type_t<T_prob> stan::math::categorical_lpmf ( int  n,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Definition at line 15 of file categorical_lpmf.hpp.

§ categorical_lpmf() [2/4]

template<typename T_prob >
return_type_t<T_prob> stan::math::categorical_lpmf ( const typename math::index_type< Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > >::type  n,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)
inline

Definition at line 33 of file categorical_lpmf.hpp.

§ categorical_lpmf() [3/4]

template<bool propto, typename T_prob >
return_type_t<T_prob> stan::math::categorical_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Definition at line 41 of file categorical_lpmf.hpp.

§ categorical_lpmf() [4/4]

template<typename T_prob >
return_type_t<T_prob> stan::math::categorical_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)
inline

Definition at line 76 of file categorical_lpmf.hpp.

§ categorical_rng()

template<class RNG >
int stan::math::categorical_rng ( const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  theta,
RNG &  rng 
)
inline

Definition at line 14 of file categorical_rng.hpp.

§ cauchy_lpdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::cauchy_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 113 of file cauchy_lpdf.hpp.

§ cbrt() [1/5]

double stan::math::cbrt ( double  x)
inline

Return the cube root of the specified value.

Parameters
[in]xArgument.
Returns
Cube root of the argument.
Exceptions
std::domain_errorIf argument is negative.

Definition at line 17 of file cbrt.hpp.

§ cbrt() [2/5]

template<typename T >
fvar<T> stan::math::cbrt ( const fvar< T > &  x)
inline

Return cube root of specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
Returns
Cube root of argument.

Definition at line 20 of file cbrt.hpp.

§ cbrt() [3/5]

double stan::math::cbrt ( int  x)
inline

Integer version of cbrt.

Parameters
[in]xArgument.
Returns
Cube root of the argument.
Exceptions
std::domain_errorIf argument is less than 1.

Definition at line 26 of file cbrt.hpp.

§ cbrt() [4/5]

var stan::math::cbrt ( const var a)
inline

Returns the cube root of the specified variable (C99).

The derivative is

\(\frac{d}{dx} x^{1/3} = \frac{1}{3 x^{2/3}}\).

\[ \mbox{cbrt}(x) = \begin{cases} \sqrt[3]{x} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{cbrt}(x)}{\partial x} = \begin{cases} \frac{1}{3x^{2/3}} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aSpecified variable.
Returns
Cube root of the variable.

Definition at line 45 of file cbrt.hpp.

§ cbrt() [5/5]

template<typename T >
auto stan::math::cbrt ( const T &  x)
inline

Vectorized version of cbrt().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Cube root of each value in x.

Definition at line 50 of file cbrt.hpp.

§ ceil() [1/4]

template<typename T >
fvar<T> stan::math::ceil ( const fvar< T > &  x)
inline

Definition at line 12 of file ceil.hpp.

§ ceil() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::ceil ( const T &  x)
inline

Vectorized version of ceil().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Least integer >= each value in x.

Definition at line 34 of file ceil.hpp.

§ ceil() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::ceil ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of ceil() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Least integer >= each value in x.

Definition at line 47 of file ceil.hpp.

§ ceil() [4/4]

var stan::math::ceil ( const var a)
inline

Return the ceiling of the specified variable (cmath).

The derivative of the ceiling function is defined and zero everywhere but at integers, and we set them to zero for convenience,

\(\frac{d}{dx} {\lceil x \rceil} = 0\).

The ceiling function rounds up. For double values, this is the smallest integral value that is not less than the specified value. Although this function is not differentiable because it is discontinuous at integral values, its gradient is returned as zero everywhere.

\[ \mbox{ceil}(x) = \begin{cases} \lceil x\rceil & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{ceil}(x)}{\partial x} = \begin{cases} 0 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aInput variable.
Returns
Ceiling of the variable.

Definition at line 59 of file ceil.hpp.

§ check_2F1_converges()

template<typename T_a1 , typename T_a2 , typename T_b1 , typename T_z >
void stan::math::check_2F1_converges ( const char *  function,
const T_a1 &  a1,
const T_a2 &  a2,
const T_b1 &  b1,
const T_z &  z 
)
inline

Check if the hypergeometric function (2F1) called with supplied arguments will converge, assuming arguments are finite values.

Template Parameters
T_a1Type of a1
T_a2Type of a2
T_b1Type of b1
T_zType of z
Parameters
functionName of function ultimately relying on 2F1 (for error messages)
a1Variable to check
a2Variable to check
b1Variable to check
zVariable to check
Exceptions
<code>domain_error</code>if 2F1(a1, a2, b1, z) does not meet convergence conditions, or if any coefficient is NaN.

Definition at line 33 of file check_2F1_converges.hpp.

§ check_3F2_converges()

template<typename T_a1 , typename T_a2 , typename T_a3 , typename T_b1 , typename T_b2 , typename T_z >
void stan::math::check_3F2_converges ( const char *  function,
const T_a1 &  a1,
const T_a2 &  a2,
const T_a3 &  a3,
const T_b1 &  b1,
const T_b2 &  b2,
const T_z &  z 
)
inline

Check if the hypergeometric function (3F2) called with supplied arguments will converge, assuming arguments are finite values.

Template Parameters
T_a1Type of a1
T_a2Type of a2
T_a3Type of a3
T_b1Type of b1
T_b2Type of b2
T_zType of z
Parameters
functionName of function ultimately relying on 3F2 (for error & messages)
a1Variable to check
a2Variable to check
a3Variable to check
b1Variable to check
b2Variable to check
zVariable to check
Exceptions
<code>domain_error</code>if 3F2(a1, a2, a3, b1, b2, z) does not meet convergence conditions, or if any coefficient is NaN.

Definition at line 38 of file check_3F2_converges.hpp.

§ check_bounded()

template<typename T_y , typename T_low , typename T_high >
void stan::math::check_bounded ( const char *  function,
const char *  name,
const T_y &  y,
const T_low &  low,
const T_high &  high 
)
inline

Check if the value is between the low and high values, inclusively.

Template Parameters
T_yType of value
T_lowType of low value
T_highType of high value
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yValue to check
lowLow bound
highHigh bound
Exceptions
<code>std::domain_error</code>otherwise. This also throws if any of the arguments are NaN.

Definition at line 70 of file check_bounded.hpp.

§ check_cholesky_factor()

template<typename T_y >
void stan::math::check_cholesky_factor ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is a valid Cholesky factor.

A Cholesky factor is a lower triangular matrix whose diagonal elements are all positive. Note that Cholesky factors need not be square, but require at least as many rows M as columns N (i.e., M >= N).

Template Parameters
T_yType of elements of Cholesky factor
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::domain_error</code>if y is not a valid Cholesky factor, if number of rows is less than the number of columns, if there are 0 columns, or if any element in matrix is NaN

Definition at line 28 of file check_cholesky_factor.hpp.

§ check_cholesky_factor_corr()

template<typename T_y >
void stan::math::check_cholesky_factor_corr ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)

Check if the specified matrix is a valid Cholesky factor of a correlation matrix.

A Cholesky factor is a lower triangular matrix whose diagonal elements are all positive. Note that Cholesky factors need not be square, but require at least as many rows M as columns N (i.e., M >= N). Tolerance is specified by math::CONSTRAINT_TOLERANCE.

Template Parameters
T_yType of elements of Cholesky factor
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::domain_error</code>if y is not a valid Cholesky factor, if number of rows is less than the number of columns, if there are 0 columns, or if any element in matrix is NaN

Definition at line 31 of file check_cholesky_factor_corr.hpp.

§ check_column_index()

template<typename T_y , int R, int C>
void stan::math::check_column_index ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, R, C > &  y,
size_t  i 
)
inline

Check if the specified index is a valid column of the matrix.

By default this is a 1-indexed check (as opposed to 0-indexed). Behavior can be changed by setting stan::error_index::value. This function will throw an std::out_of_range exception if the index is out of bounds.

Template Parameters
T_yType of scalar
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
ymatrix to test
icolumn index to check
Exceptions
<code>std::out_of_range</code>if index is an invalid column

Definition at line 30 of file check_column_index.hpp.

§ check_consistent_size()

template<typename T >
void stan::math::check_consistent_size ( const char *  function,
const char *  name,
const T &  x,
size_t  expected_size 
)
inline

Check if the dimension of x is consistent, which is defined to be expected_size if x is a vector or 1 if x is not a vector.

Template Parameters
TType of value
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
xVariable to check for consistent size
expected_sizeExpected size if x is a vector
Exceptions
<code>invalid_argument</code>if the size is inconsistent

Definition at line 23 of file check_consistent_size.hpp.

§ check_consistent_size_mvt()

template<typename T >
void stan::math::check_consistent_size_mvt ( const char *  function,
const char *  name,
const T &  x,
size_t  expected_size 
)
inline

Check if the dimension of x is consistent, which is defined to be expected_size if x is a vector of vectors or 1 if x is a single vector.

Template Parameters
TType of value
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
xVariable to check for consistent size
expected_sizeExpected size if x is a vector
Exceptions
<code>invalid_argument</code>if the size is inconsistent

Definition at line 25 of file check_consistent_size_mvt.hpp.

§ check_consistent_sizes() [1/4]

template<typename T1 , typename T2 >
void stan::math::check_consistent_sizes ( const char *  function,
const char *  name1,
const T1 &  x1,
const char *  name2,
const T2 &  x2 
)
inline

Check if the dimension of x1 is consistent with x2.

Consistent size is defined as having the same size if vector-like or being a scalar.

Template Parameters
T1Type of x1
T2Type of x2
Parameters
functionFunction name (for error messages)
name1Variable name (for error messages)
x1Variable to check for consistent size
name2Variable name (for error messages)
x2Variable to check for consistent size
Exceptions
<code>invalid_argument</code>if sizes are inconsistent

Definition at line 25 of file check_consistent_sizes.hpp.

§ check_consistent_sizes() [2/4]

template<typename T1 , typename T2 , typename T3 >
void stan::math::check_consistent_sizes ( const char *  function,
const char *  name1,
const T1 &  x1,
const char *  name2,
const T2 &  x2,
const char *  name3,
const T3 &  x3 
)
inline

Check if the dimension of x1, x2, and x3 are consistent.

Consistent size is defined as having the same size if vector-like or being a scalar.

Template Parameters
T1Type of x1
T2Type of x2
T3Type of x3
Parameters
functionFunction name (for error messages)
name1Variable name (for error messages)
x1Variable to check for consistent size
name2Variable name (for error messages)
x2Variable to check for consistent size
name3Variable name (for error messages)
x3Variable to check for consistent size
Exceptions
<code>invalid_argument</code>if sizes are inconsistent

Definition at line 51 of file check_consistent_sizes.hpp.

§ check_consistent_sizes() [3/4]

template<typename T1 , typename T2 , typename T3 , typename T4 >
void stan::math::check_consistent_sizes ( const char *  function,
const char *  name1,
const T1 &  x1,
const char *  name2,
const T2 &  x2,
const char *  name3,
const T3 &  x3,
const char *  name4,
const T4 &  x4 
)
inline

Check if the dimension of x1, x2, x3, and x4 are consistent.

Consistent size is defined as having the same size if vector-like or being a scalar.

Template Parameters
T1Type of x1
T2Type of x2
T3Type of x3
T4Type of x4
Parameters
functionFunction name (for error messages)
name1Variable name (for error messages)
x1Variable to check for consistent size
name2Variable name (for error messages)
x2Variable to check for consistent size
name3Variable name (for error messages)
x3Variable to check for consistent size
name4Variable name (for error messages)
x4Variable to check for consistent size
Exceptions
<code>invalid_argument</code>if sizes are inconsistent

Definition at line 83 of file check_consistent_sizes.hpp.

§ check_consistent_sizes() [4/4]

template<typename T1 , typename T2 , typename T3 , typename T4 , typename T5 >
void stan::math::check_consistent_sizes ( const char *  function,
const char *  name1,
const T1 &  x1,
const char *  name2,
const T2 &  x2,
const char *  name3,
const T3 &  x3,
const char *  name4,
const T4 &  x4,
const char *  name5,
const T5 &  x5 
)
inline

Definition at line 99 of file check_consistent_sizes.hpp.

§ check_consistent_sizes_mvt()

template<typename T1 , typename T2 >
void stan::math::check_consistent_sizes_mvt ( const char *  function,
const char *  name1,
const T1 &  x1,
const char *  name2,
const T2 &  x2 
)
inline

Check if the dimension of x1 is consistent with x2.

Consistent size is defined as having the same size if vector of vectors or being a single vector.

Template Parameters
T1Type of x1
T2Type of x2
Parameters
functionFunction name (for error messages)
name1Variable name (for error messages)
x1Variable to check for consistent size
name2Variable name (for error messages)
x2Variable to check for consistent size
Exceptions
<code>invalid_argument</code>if sizes are inconsistent

Definition at line 25 of file check_consistent_sizes_mvt.hpp.

§ check_corr_matrix()

template<typename T_y >
void stan::math::check_corr_matrix ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is a valid correlation matrix.

A valid correlation matrix is symmetric, has a unit diagonal (all 1 values), and has all values between -1 and 1 (inclusive). This function throws exceptions if the variable is not a valid correlation matrix.

Template Parameters
T_yType of scalar
Parameters
functionName of the function this was called from
nameName of the variable
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square
<code>std::domain_error</code>if the matrix is non-symmetric, diagonals not near 1, not positive definite, or any of the elements nan

Definition at line 33 of file check_corr_matrix.hpp.

§ check_cov_matrix()

template<typename T_y >
void stan::math::check_cov_matrix ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is a valid covariance matrix.

A valid covariance matrix is a square, symmetric matrix that is positive definite.

Template Parameters
TType of scalar.
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square or if the matrix is 0x0
<code>std::domain_error</code>if the matrix is not symmetric, if the matrix is not positive definite, or if any element of the matrix is nan

Definition at line 25 of file check_cov_matrix.hpp.

§ check_finite()

template<typename T_y >
void stan::math::check_finite ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if y is finite.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
Exceptions
<code>domain_error</code>if y is infinity, -infinity, or NaN

Definition at line 50 of file check_finite.hpp.

§ check_flag_kinsol()

void stan::math::check_flag_kinsol ( int  flag,
long int  max_num_steps 
)
inline

Throws an exception message when the function KINSol() (call to the solver) fails.

When the exception is caused by a tuning parameter the user controls, gives a specific error.

Definition at line 27 of file check_flag_sundials.hpp.

§ check_flag_sundials()

void stan::math::check_flag_sundials ( int  flag,
const char *  func_name 
)
inline

Throws an exception when a Sundial function fails (i.e.

returns a negative flag)

Definition at line 13 of file check_flag_sundials.hpp.

§ check_greater()

template<typename T_y , typename T_low >
void stan::math::check_greater ( const char *  function,
const char *  name,
const T_y &  y,
const T_low &  low 
)
inline

Check if y is strictly greater than low.

This function is vectorized and will check each element of y against each element of low.

Template Parameters
T_yType of y
T_lowType of lower bound
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
lowLower bound
Exceptions
<code>domain_error</code>if y is not greater than low or if any element of y or low is NaN.

Definition at line 63 of file check_greater.hpp.

§ check_greater_or_equal()

template<typename T_y , typename T_low >
void stan::math::check_greater_or_equal ( const char *  function,
const char *  name,
const T_y &  y,
const T_low &  low 
)
inline

Check if y is greater or equal than low.

This function is vectorized and will check each element of y against each element of low.

Template Parameters
T_yType of y
T_lowType of lower bound
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
lowLower bound
Exceptions
<code>domain_error</code>if y is not greater or equal to low or if any element of y or low is NaN.

Definition at line 62 of file check_greater_or_equal.hpp.

§ check_ldlt_factor()

template<typename T , int R, int C>
void stan::math::check_ldlt_factor ( const char *  function,
const char *  name,
LDLT_factor< T, R, C > &  A 
)
inline

Raise domain error if the specified LDLT factor is invalid.

An LDLT_factor is invalid if it was constructed from a matrix that is not positive definite. The check is that the success() method returns true.

Template Parameters
Ttype of scalar
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
[in]functionname of function for error messages
[in]namevariable name for error messages
[in]Athe LDLT factor to check for validity
Exceptions
<code>std::domain_error</code>if the LDLT factor is invalid

Definition at line 27 of file check_ldlt_factor.hpp.

§ check_less()

template<typename T_y , typename T_high >
void stan::math::check_less ( const char *  function,
const char *  name,
const T_y &  y,
const T_high &  high 
)
inline

Check if y is strictly less than high.

This function is vectorized and will check each element of y against each element of high.

Template Parameters
T_yType of y
T_highType of upper bound
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
highUpper bound
Exceptions
<code>domain_error</code>if y is not less than low or if any element of y or high is NaN.

Definition at line 63 of file check_less.hpp.

§ check_less_or_equal()

template<typename T_y , typename T_high >
void stan::math::check_less_or_equal ( const char *  function,
const char *  name,
const T_y &  y,
const T_high &  high 
)
inline

Check if y is less or equal to high.

This function is vectorized and will check each element of y against each element of high.

Template Parameters
T_yType of y
T_highType of upper bound
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
highUpper bound
Exceptions
<code>std::domain_error</code>if y is not less than or equal to low or if any element of y or high is NaN

Definition at line 62 of file check_less_or_equal.hpp.

§ check_lower_triangular()

template<typename T_y >
void stan::math::check_lower_triangular ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is lower triangular.

A matrix x is not lower triangular if there is a non-zero entry x[m, n] with m < n. This function only inspects the upper triangular portion of the matrix, not including the diagonal.

Template Parameters
TType of scalar of the matrix
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::domain_error</code>if the matrix is not lower triangular or if any element in the upper triangular portion is NaN

Definition at line 27 of file check_lower_triangular.hpp.

§ check_matching_dims() [1/2]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
void stan::math::check_matching_dims ( const char *  function,
const char *  name1,
const Eigen::Matrix< T1, R1, C1 > &  y1,
const char *  name2,
const Eigen::Matrix< T2, R2, C2 > &  y2 
)
inline

Check if the two matrices are of the same size.

This function checks the runtime sizes only.

Template Parameters
T1scalar type of the first matrix
T2scalar type of the second matrix
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
functionname of function (for error messages)
name1variable name for the first matrix (for error messages)
y1first matrix to test
name2variable name for the second matrix (for error messages)
y2second matrix to test
Exceptions
<code>std::invalid_argument</code>if the dimensions of the matrices do not match

Definition at line 32 of file check_matching_dims.hpp.

§ check_matching_dims() [2/2]

template<bool check_compile, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
void stan::math::check_matching_dims ( const char *  function,
const char *  name1,
const Eigen::Matrix< T1, R1, C1 > &  y1,
const char *  name2,
const Eigen::Matrix< T2, R2, C2 > &  y2 
)
inline

Check if the two matrices are of the same size.

This function checks the runtime sizes and can also check the static sizes as well. For example, a 4x1 matrix is not the same as a vector with 4 elements.

Template Parameters
check_compileWhether to check the static sizes
T1scalar type of the first matrix
T2scalar type of the second matrix
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
functionname of function (for error messages)
name1variable name for the first matrix (for error messages)
y1first matrix to test
name2variable name for the second matrix (for error messages)
y2second matrix to test
Exceptions
<code>std::invalid_argument</code>if the dimensions of the matrices do not match

Definition at line 64 of file check_matching_dims.hpp.

§ check_matching_sizes()

template<typename T_y1 , typename T_y2 >
void stan::math::check_matching_sizes ( const char *  function,
const char *  name1,
const T_y1 &  y1,
const char *  name2,
const T_y2 &  y2 
)
inline

Check if two structures at the same size.

This function only checks the runtime sizes for variables that implement a size() method.

Template Parameters
T_y1Type of the first variable
T_y2Type of the second variable
Parameters
functionFunction name (for error messages)
name1First variable name (for error messages)
y1First variable
name2Second variable name (for error messages)
y2Second variable
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 24 of file check_matching_sizes.hpp.

§ check_multiplicable()

template<typename T1 , typename T2 >
void stan::math::check_multiplicable ( const char *  function,
const char *  name1,
const T1 &  y1,
const char *  name2,
const T2 &  y2 
)
inline

Check if the matrices can be multiplied.

This checks the runtime sizes to determine whether the two matrices are multiplicable. This allows Eigen matrices, vectors, and row vectors to be checked.

Template Parameters
T1Type of first matrix
T2Type of second matrix
Parameters
functionFunction name (for error messages)
name1Variable name for the first matrix (for error messages)
y1First matrix to test, requires class access to .rows() and .cols()
name2Variable name for the second matrix (for error messages)
y2Second matrix to test, requires class access to .rows() and .cols()
Exceptions
<code>std::invalid_argument</code>if the matrices are not multiplicable or if either matrix is size 0 for either rows or columns

Definition at line 30 of file check_multiplicable.hpp.

§ check_nonempty()

template<typename T_y >
void stan::math::check_nonempty ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is not empty.

This check does not allow 0x0 matrices.

Template Parameters
TType of scalar
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is empty

Definition at line 22 of file check_nonempty.hpp.

§ check_nonnegative()

template<typename T_y >
void stan::math::check_nonnegative ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if y is non-negative.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
Exceptions
<code>domain_error</code>if y is negative or if any element of y is NaN.

Definition at line 49 of file check_nonnegative.hpp.

§ check_nonzero_size()

template<typename T_y >
void stan::math::check_nonzero_size ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if the specified matrix/vector is of non-zero size.

Throws a std:invalid_argument otherwise. The message will indicate that the variable name "has size 0".

Template Parameters
T_yType of container
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yContainer to test. This will accept matrices and vectors
Exceptions
<code>std::invalid_argument</code>if the specified matrix/vector has zero size

Definition at line 22 of file check_nonzero_size.hpp.

§ check_not_nan()

template<typename T_y >
void stan::math::check_not_nan ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if y is not NaN.

This function is vectorized and will check each element of y. If any element is NaN, this function will throw an exception.

Template Parameters
T_yType of y
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
Exceptions
<code>domain_error</code>if any element of y is NaN

Definition at line 48 of file check_not_nan.hpp.

§ check_ordered() [1/2]

template<typename T_y >
void stan::math::check_ordered ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, 1 > &  y 
)

Check if the specified vector is sorted into strictly increasing order.

Template Parameters
T_yType of scalar
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVector to test
Exceptions
<code>std::domain_error</code>if the vector elements are not ordered, if there are duplicated values, or if any element is NaN.

Definition at line 25 of file check_ordered.hpp.

§ check_ordered() [2/2]

template<typename T_y >
void stan::math::check_ordered ( const char *  function,
const char *  name,
const std::vector< T_y > &  y 
)

Check if the specified vector is sorted into strictly increasing order.

Template Parameters
T_yType of scalar
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
ystd::vector to test
Exceptions
<code>std::domain_error</code>if the vector elements are not ordered, if there are duplicated values, or if any element is NaN.

Definition at line 55 of file check_ordered.hpp.

§ check_pos_definite() [1/3]

template<typename T_y >
void stan::math::check_pos_definite ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, -1, -1 > &  y 
)
inline

Check if the specified square, symmetric matrix is positive definite.

Template Parameters
T_yType of scalar of the matrix
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square or if the matrix has 0 size.
<code>std::domain_error</code>if the matrix is not symmetric, if it is not positive definite, or if any element is NaN

Definition at line 28 of file check_pos_definite.hpp.

§ check_pos_definite() [2/3]

template<typename Derived >
void stan::math::check_pos_definite ( const char *  function,
const char *  name,
const Eigen::LDLT< Derived > &  cholesky 
)
inline

Check if the specified LDLT transform of a matrix is positive definite.

Template Parameters
DerivedDerived type of the Eigen::LDLT transform.
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
choleskyEigen::LDLT to test, whose progenitor must not have any NaN elements
Exceptions
<code>std::domain_error</code>if the matrix is not positive definite

Definition at line 56 of file check_pos_definite.hpp.

§ check_pos_definite() [3/3]

template<typename Derived >
void stan::math::check_pos_definite ( const char *  function,
const char *  name,
const Eigen::LLT< Derived > &  cholesky 
)
inline

Check if the specified LLT decomposition transform resulted in Eigen::Success

Template Parameters
DerivedDerived type of the Eigen::LLT transform.
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
choleskyEigen::LLT to test, whose progenitor must not have any NaN elements
Exceptions
<code>std::domain_error</code>if the diagonal of the L matrix is not positive

Definition at line 76 of file check_pos_definite.hpp.

§ check_pos_semidefinite() [1/2]

template<typename T_y >
void stan::math::check_pos_semidefinite ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is positive definite.

Template Parameters
T_yscalar type of the matrix
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square or if the matrix has 0 size.
<code>std::domain_error</code>if the matrix is not symmetric, or if it is not positive semi-definite, or if any element of the matrix is NaN.

Definition at line 29 of file check_pos_semidefinite.hpp.

§ check_pos_semidefinite() [2/2]

template<typename Derived >
void stan::math::check_pos_semidefinite ( const char *  function,
const char *  name,
const Eigen::LDLT< Derived > &  cholesky 
)
inline

Check if the specified matrix is positive semidefinite.

Template Parameters
DerivedDerived type of the Eigen::LDLT transform.
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
choleskyEigen::LDLT to test
Exceptions
<code>std::domain_error</code>if the matrix is not positive semi-definite.

Definition at line 61 of file check_pos_semidefinite.hpp.

§ check_positive() [1/2]

template<typename T_y >
void stan::math::check_positive ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if y is positive.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
Exceptions
<code>domain_error</code>if y is negative or zero or if any element of y is NaN

Definition at line 54 of file check_positive.hpp.

§ check_positive() [2/2]

void stan::math::check_positive ( const char *  function,
const char *  name,
const char *  expr,
int  size 
)
inline

Check if size is positive.

Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
exprExpression for the dimension size (for error messages)
sizeSize value to check
Exceptions
<code>std::invalid_argument</code>if size is zero or negative.

Definition at line 68 of file check_positive.hpp.

§ check_positive_finite()

template<typename T_y >
void stan::math::check_positive_finite ( const char *  function,
const char *  name,
const T_y &  y 
)
inline

Check if y is positive and finite.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVariable to check
Exceptions
<code>domain_error</code>if any element of y is not positive or if any element of y is NaN.

Definition at line 23 of file check_positive_finite.hpp.

§ check_positive_ordered()

template<typename T_y >
void stan::math::check_positive_ordered ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, 1 > &  y 
)

Check if the specified vector contains non-negative values and is sorted into strictly increasing order.

Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yVector to test
Exceptions
<code>std::domain_error</code>if the vector contains non-positive values, if the values are not ordered, if there are duplicated values, or if any element is NaN.

Definition at line 25 of file check_positive_ordered.hpp.

§ check_range() [1/3]

void stan::math::check_range ( const char *  function,
const char *  name,
int  max,
int  index,
int  nested_level,
const char *  error_msg 
)
inline

Check if specified index is within range.

This check is 1-indexed by default. This behavior can be changed by setting stan::error_index::value.

Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
maxMaximum size of the variable
indexIndex to check
nested_levelNested level (for error messages)
error_msgAdditional error message (for error messages)
Exceptions
<code>std::out_of_range</code>if the index is not in range

Definition at line 24 of file check_range.hpp.

§ check_range() [2/3]

void stan::math::check_range ( const char *  function,
const char *  name,
int  max,
int  index,
const char *  error_msg 
)
inline

Check if specified index is within range.

This check is 1-indexed by default. This behavior can be changed by setting stan::error_index::value.

Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
maxMaximum size of the variable
indexIndex to check
error_msgAdditional error message (for error messages)
Exceptions
<code>std::out_of_range</code>if the index is not in range

Definition at line 49 of file check_range.hpp.

§ check_range() [3/3]

void stan::math::check_range ( const char *  function,
const char *  name,
int  max,
int  index 
)
inline

Check if specified index is within range.

This check is 1-indexed by default. This behavior can be changed by setting stan::error_index::value.

Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
maxMaximum size of the variable
indexIndex to check
Exceptions
<code>std::out_of_range</code>if the index is not in range

Definition at line 69 of file check_range.hpp.

§ check_row_index()

template<typename T_y , int R, int C>
void stan::math::check_row_index ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, R, C > &  y,
size_t  i 
)
inline

Check if the specified index is a valid row of the matrix This check is 1-indexed by default.

This behavior can be changed by setting stan::error_index::value.

Template Parameters
TScalar type
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
ymatrix to test
irow index to check
Exceptions
<code>std::out_of_range</code>if the index is out of range.

Definition at line 27 of file check_row_index.hpp.

§ check_simplex()

template<typename T_prob >
void stan::math::check_simplex ( const char *  function,
const char *  name,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Check if the specified vector is simplex.

To be a simplex, all values must be greater than or equal to 0 and the values must sum to 1. A valid simplex is one where the sum of the elements is equal to 1. This function tests that the sum is within the tolerance specified by CONSTRAINT_TOLERANCE. This function only accepts Eigen vectors, statically typed vectors, not general matrices with 1 column.

Template Parameters
T_probScalar type of the vector
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
thetaVector to test.
Exceptions
<code>std::invalid_argument</code>if theta is a 0-vector.
<code>std::domain_error</code>if the vector is not a simplex or if any element is NaN.

Definition at line 34 of file check_simplex.hpp.

§ check_size_match() [1/2]

template<typename T_size1 , typename T_size2 >
void stan::math::check_size_match ( const char *  function,
const char *  name_i,
T_size1  i,
const char *  name_j,
T_size2  j 
)
inline

Check if the provided sizes match.

Template Parameters
T_size1Type of size 1
T_size2Type of size 2
Parameters
functionFunction name (for error messages)
name_iVariable name 1 (for error messages)
iVariable size 1
name_jVariable name 2 (for error messages)
jVariable size 2
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 24 of file check_size_match.hpp.

§ check_size_match() [2/2]

template<typename T_size1 , typename T_size2 >
void stan::math::check_size_match ( const char *  function,
const char *  expr_i,
const char *  name_i,
T_size1  i,
const char *  expr_j,
const char *  name_j,
T_size2  j 
)
inline

Check if the provided sizes match.

Template Parameters
T_size1Type of size 1
T_size2Type of size 2
Parameters
functionFunction name (for error messages)
expr_iExpression for variable name 1 (for error messages)
name_iVariable name 1 (for error messages)
iVariable size 1
expr_jExpression for variable name 2 (for error messages)
name_jVariable name 2 (for error messages)
jVariable size 2
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 50 of file check_size_match.hpp.

§ check_square()

template<typename T_y >
void stan::math::check_square ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is square.

This check allows 0x0 matrices.

Template Parameters
TType of scalar
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square

Definition at line 21 of file check_square.hpp.

§ check_std_vector_index()

template<typename T >
void stan::math::check_std_vector_index ( const char *  function,
const char *  name,
const std::vector< T > &  y,
int  i 
)
inline

Check if the specified index is valid in std vector This check is 1-indexed by default.

This behavior can be changed by setting stan::error_index::value.

Template Parameters
TScalar type
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
ystd::vector to test
iIndex
Exceptions
<code>std::out_of_range</code>if the index is out of range.

Definition at line 26 of file check_std_vector_index.hpp.

§ check_symmetric()

template<typename T_y >
void stan::math::check_symmetric ( const char *  function,
const char *  name,
const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y 
)
inline

Check if the specified matrix is symmetric.

The error message is either 0 or 1 indexed, specified by stan::error_index::value.

Template Parameters
T_yType of scalar
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
yMatrix to test
Exceptions
<code>std::invalid_argument</code>if the matrix is not square.
<code>std::domain_error</code>if any element not on the main diagonal is NaN

Definition at line 31 of file check_symmetric.hpp.

§ check_unit_vector()

template<typename T_prob >
void stan::math::check_unit_vector ( const char *  function,
const char *  name,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Check if the specified vector is unit vector.

A valid unit vector is one where the square of the elements summed is equal to 1. This function tests that the sum is within the tolerance specified by CONSTRAINT_TOLERANCE. This function only accepts Eigen vectors, statically typed vectors, not general matrices with 1 column.

Template Parameters
T_probScalar type of the vector
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
thetaVector to test
Exceptions
<code>std::invalid_argument</code>if theta is a 0-vector
<code>std::domain_error</code>if the vector is not a unit vector or if any element is NaN

Definition at line 34 of file check_unit_vector.hpp.

§ check_vector()

template<typename T , int R, int C>
void stan::math::check_vector ( const char *  function,
const char *  name,
const Eigen::Matrix< T, R, C > &  x 
)
inline

Check if the matrix is either a row vector or column vector.

This function checks the runtime size of the matrix to check whether it is a row or column vector.

Template Parameters
TScalar type of the matrix
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
functionFunction name (for error messages)
nameVariable name (for error messages)
xMatrix
Exceptions
<code>std::invalid_argument</code>if x is not a row or column vector.

Definition at line 28 of file check_vector.hpp.

§ chi_square_lpdf()

template<typename T_y , typename T_dof >
return_type_t<T_y, T_dof> stan::math::chi_square_lpdf ( const T_y &  y,
const T_dof &  nu 
)
inline

Definition at line 125 of file chi_square_lpdf.hpp.

§ chol2inv()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::chol2inv ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  L)

Returns the inverse of the matrix whose Cholesky factor is L.

Template Parameters
Ttype of elements in the matrix
Parameters
LMatrix that is a Cholesky factor.
Returns
The matrix inverse of L * L'
Exceptions
std::domain_errorIf the input matrix is not square or lower triangular

Definition at line 24 of file chol2inv.hpp.

§ cholesky_corr_constrain() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_corr_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y,
int  K 
)

Definition at line 15 of file cholesky_corr_constrain.hpp.

§ cholesky_corr_constrain() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_corr_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y,
int  K,
T &  lp 
)

Definition at line 48 of file cholesky_corr_constrain.hpp.

§ cholesky_corr_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::cholesky_corr_free ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x)

Definition at line 14 of file cholesky_corr_free.hpp.

§ cholesky_decompose() [1/4]

template<typename T , typename = require_floating_point_t<T>>
matrix_cl<T> stan::math::cholesky_decompose ( matrix_cl< T > &  A)
inline

Returns the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix on the OpenCL device.

The return value \(L\) will be a lower-triangular matrix such that the original matrix \(A\) is given by

\(A = L \times L^T\).

Parameters
AInput square matrix
Returns
Square root of matrix.
Exceptions
std::domain_errorif m is not a symmetric matrix or if m is not positive definite (if m has more than 0 elements)

Definition at line 26 of file cholesky_decompose.hpp.

§ cholesky_decompose() [2/4]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_decompose ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)
inline

Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix.

The return value \(L\) will be a lower-triangular matrix such that the original matrix \(A\) is given by

\(A = L \times L^T\).

Template Parameters
Ttype of elements in the matrix
Parameters
mSymmetrix matrix.
Returns
Square root of matrix.
Note
Because OpenCL only works on doubles there are two cholesky_decompose functions. One that works on doubles and another that works on all other types (this one).
Exceptions
std::domain_errorif m is not a symmetric matrix or if m is not positive definite (if m has more than 0 elements)

Definition at line 32 of file cholesky_decompose.hpp.

§ cholesky_decompose() [3/4]

template<>
Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_decompose ( const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  m)
inline

Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix.

The return value \(L\) will be a lower-triangular matrix such that the original matrix \(A\) is given by

\(A = L \times L^T\).

Parameters
mSymmetrix matrix.
Returns
Square root of matrix.
Note
Because OpenCL only works on doubles there are two cholesky_decompose functions. One that works on doubles (this one) and another that works on all other types.
Exceptions
std::domain_errorif m is not a symmetric matrix or if m is not positive definite (if m has more than 0 elements)

Definition at line 57 of file cholesky_decompose.hpp.

§ cholesky_decompose() [4/4]

Eigen::Matrix<var, -1, -1> stan::math::cholesky_decompose ( const Eigen::Matrix< var, -1, -1 > &  A)
inline

Reverse mode specialization of Cholesky decomposition.

Internally calls Eigen::LLT rather than using stan::math::cholesky_decompose in order to use an inplace decomposition.

Note chainable stack varis are created below in Matrix<var, -1, -1>

Parameters
AMatrix
Returns
L Cholesky factor of A

Definition at line 377 of file cholesky_decompose.hpp.

§ cholesky_factor_constrain() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_factor_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
int  M,
int  N 
)

Return the Cholesky factor of the specified size read from the specified vector.

A total of (N choose 2) + N + (M - N) * N elements are required to read an M by N Cholesky factor.

Template Parameters
Ttype of elements in the matrix
Parameters
xVector of unconstrained values
MNumber of rows
NNumber of columns
Returns
Cholesky factor

Definition at line 26 of file cholesky_factor_constrain.hpp.

§ cholesky_factor_constrain() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cholesky_factor_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
int  M,
int  N,
T &  lp 
)

Return the Cholesky factor of the specified size read from the specified vector and increment the specified log probability reference with the log Jacobian adjustment of the transform.

A total of (N choose 2) + N + N * (M - N) free parameters are required to read an M by N Cholesky factor.

Template Parameters
Ttype of elements in the matrix
Parameters
xVector of unconstrained values
MNumber of rows
NNumber of columns
lpLog probability that is incremented with the log Jacobian
Returns
Cholesky factor

Definition at line 72 of file cholesky_factor_constrain.hpp.

§ cholesky_factor_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::cholesky_factor_free ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  y)

Return the unconstrained vector of parameters correspdonding to the specified Cholesky factor.

A Cholesky factor must be lower triangular and have positive diagonal elements.

Template Parameters
Ttype of elements in the Cholesky factor
Parameters
yCholesky factor.
Returns
Unconstrained parameters for Cholesky factor.
Exceptions
std::domain_errorIf the matrix is not a Cholesky factor.

Definition at line 23 of file cholesky_factor_free.hpp.

§ choose()

int stan::math::choose ( int  n,
int  k 
)
inline

Return the binomial coefficient for the specified integer arguments.

The binomial coefficient, \({n \choose k}\), read "n choose k", is defined for \(0 \leq k \leq n\) (otherwise return 0) by

\({n \choose k} = \frac{n!}{k! (n-k)!}\).

Parameters
ntotal number of objects
knumber of objects chosen
Returns
n choose k or 0 iff k > n
Exceptions
std::domain_errorif either argument is negative or the result will not fit in an int type

Definition at line 28 of file choose.hpp.

§ col()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::col ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m,
size_t  j 
)
inline

Return the specified column of the specified matrix using start-at-1 indexing.

This is equivalent to calling m.col(i - 1) and assigning the resulting template expression to a column vector.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
jColumn index (count from 1).
Returns
Specified column of the matrix.
Exceptions
std::out_of_rangeif j is out of range.

Definition at line 24 of file col.hpp.

§ cols()

template<typename T , int R, int C>
int stan::math::cols ( const Eigen::Matrix< T, R, C > &  m)
inline

Return the number of columns in the specified matrix, vector, or row vector.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mInput matrix, vector, or row vector.
Returns
Number of columns.

Definition at line 20 of file cols.hpp.

§ columns_dot_product() [1/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, 1, C1> stan::math::columns_dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 13 of file columns_dot_product.hpp.

§ columns_dot_product() [2/5]

template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename = require_any_var_t<T1, T2>>
Eigen::Matrix<return_type_t<T1, T2>, 1, C1> stan::math::columns_dot_product ( const Eigen::Matrix< T1, R1, C1 > &  v1,
const Eigen::Matrix< T2, R2, C2 > &  v2 
)
inline

Definition at line 19 of file columns_dot_product.hpp.

§ columns_dot_product() [3/5]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<double, 1, C1> stan::math::columns_dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Returns the dot product of the specified vectors.

Template Parameters
R1number of rows, can be Eigen::Dynamic
C1number of columns, can be Eigen::Dynamic
R2number of rows, can be Eigen::Dynamic
C2number of columns, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 25 of file columns_dot_product.hpp.

§ columns_dot_product() [4/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, 1, C1> stan::math::columns_dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Definition at line 27 of file columns_dot_product.hpp.

§ columns_dot_product() [5/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, 1, C1> stan::math::columns_dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 41 of file columns_dot_product.hpp.

§ columns_dot_self() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, 1, C> stan::math::columns_dot_self ( const Eigen::Matrix< fvar< T >, R, C > &  x)
inline

Definition at line 12 of file columns_dot_self.hpp.

§ columns_dot_self() [2/3]

template<typename T , int R, int C>
Eigen::Matrix<T, 1, C> stan::math::columns_dot_self ( const Eigen::Matrix< T, R, C > &  x)
inline

Returns the dot product of each column of a matrix with itself.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xMatrix.
Returns
Vector containing the dot product of each column of the matrix with itself.

Definition at line 21 of file columns_dot_self.hpp.

§ columns_dot_self() [3/3]

template<int R, int C>
Eigen::Matrix<var, 1, C> stan::math::columns_dot_self ( const Eigen::Matrix< var, R, C > &  x)
inline

Returns the dot product of each column of a matrix with itself.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xMatrix.

Definition at line 21 of file columns_dot_self.hpp.

§ copysign()

template<typename ADType , typename U >
ADType stan::math::copysign ( const ADType &  x,
const U &  y 
)
inline

Return the negation of the first argument if the first and second argument have different signs, otherwise return a copy of the first argument.

For the sake of this function, zero is considered positive. This function uses negation rather than literally copying signs to preserve derivatives.

Overload of std::copysign from cmath for argument-dependent lookup.

Template Parameters
ADTypetype of first argument
Utype of second argument
Parameters
[in]xfirst complex argument
[in]ysecond complex argument
Returns
copy of second argument, negated if necessary to match sign of first argument

Definition at line 27 of file copysign.hpp.

§ corr_constrain() [1/2]

template<typename T >
T stan::math::corr_constrain ( const T &  x)
inline

Return the result of transforming the specified scalar to have a valid correlation value between -1 and 1 (inclusive).

The transform used is the hyperbolic tangent function,

\(f(x) = \tanh x = \frac{\exp(2x) - 1}{\exp(2x) + 1}\).

Template Parameters
Ttype of value
Parameters
[in]xvalue
Returns
tanh transform of value

Definition at line 25 of file corr_constrain.hpp.

§ corr_constrain() [2/2]

template<typename T >
T stan::math::corr_constrain ( const T &  x,
T &  lp 
)
inline

Return the result of transforming the specified scalar to have a valid correlation value between -1 and 1 (inclusive).

The transform used is as specified for corr_constrain(T). The log absolute Jacobian determinant is

\(\log | \frac{d}{dx} \tanh x | = \log (1 - \tanh^2 x)\).

Template Parameters
TType of scalar.
Parameters
[in]xvalue
[in,out]lplog density accumulator

Definition at line 45 of file corr_constrain.hpp.

§ corr_free()

template<typename T >
T stan::math::corr_free ( const T &  y)
inline

Return the unconstrained scalar that when transformed to a valid correlation produces the specified value.

This function inverts the transform defined for corr_constrain(T), which is the inverse hyperbolic tangent,

\( f^{-1}(y) = \mbox{atanh}\, y = \frac{1}{2} \log \frac{y + 1}{y - 1}\).

Template Parameters
TType of correlation
Parameters
[in]ycorrelation
Returns
free scalar that transforms to the specified input

Definition at line 28 of file corr_free.hpp.

§ corr_matrix_constrain() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::corr_matrix_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
math::index_type_t< Eigen::Matrix< T, Eigen::Dynamic, 1 >>  k 
)

Return the correlation matrix of the specified dimensionality derived from the specified vector of unconstrained values.

The input vector must be of length \({k \choose 2} = \frac{k(k-1)}{2}\). The values in the input vector represent unconstrained (partial) correlations among the dimensions.

The transform based on partial correlations is as specified in

  • Lewandowski, Daniel, Dorota Kurowicka, and Harry Joe. 2009. Generating random correlation matrices based on vines and extended onion method. Journal of Multivariate Analysis 100:1989–-2001.

The free vector entries are first constrained to be valid correlation values using corr_constrain(T).

Template Parameters
Ttype of scalar
Parameters
xVector of unconstrained partial correlations.
kDimensionality of returned correlation matrix.
Exceptions
std::invalid_argumentif x is not a valid correlation matrix.

Definition at line 39 of file corr_matrix_constrain.hpp.

§ corr_matrix_constrain() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::corr_matrix_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
math::index_type_t< Eigen::Matrix< T, Eigen::Dynamic, 1 >>  k,
T &  lp 
)

Return the correlation matrix of the specified dimensionality derived from the specified vector of unconstrained values.

The input vector must be of length \({k \choose 2} = \frac{k(k-1)}{2}\). The values in the input vector represent unconstrained (partial) correlations among the dimensions.

The transform is as specified for corr_matrix_constrain(Matrix, size_t); the paper it cites also defines the Jacobians for correlation inputs, which are composed with the correlation constrained Jacobians defined in corr_constrain(T, double) for this function.

Template Parameters
Ttype of scalar
Parameters
xVector of unconstrained partial correlations.
kDimensionality of returned correlation matrix.
lpLog probability reference to increment.

Definition at line 74 of file corr_matrix_constrain.hpp.

§ corr_matrix_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::corr_matrix_free ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  y)

Return the vector of unconstrained partial correlations that define the specified correlation matrix when transformed.

The constraining transform is defined as for corr_matrix_constrain(Matrix, size_t). The inverse transform in this function is simpler in that it only needs to compute the \(k \choose 2\) partial correlations and then free those.

Template Parameters
Ttype of scalar
Parameters
yThe correlation matrix to free.
Returns
Vector of unconstrained values that produce the specified correlation matrix when transformed.
Exceptions
std::domain_errorif the correlation matrix has no elements or is not a square matrix.
std::runtime_errorif the correlation matrix cannot be factorized by factor_cov_matrix() or if the sds returned by factor_cov_matrix() on log scale are unconstrained.

Definition at line 34 of file corr_matrix_free.hpp.

§ cos() [1/4]

template<typename T >
fvar<T> stan::math::cos ( const fvar< T > &  x)
inline

Definition at line 12 of file cos.hpp.

§ cos() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::cos ( const T &  x)
inline

Vectorized version of cos().

Template Parameters
Ttype of container
Parameters
xangles in radians
Returns
Cosine of each value in x.

Definition at line 34 of file cos.hpp.

§ cos() [3/4]

var stan::math::cos ( const var a)
inline

Return the cosine of a radian-scaled variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \cos x = - \sin x\).

\[ \mbox{cos}(x) = \begin{cases} \cos(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{cos}(x)}{\partial x} = \begin{cases} -\sin(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable for radians of angle.
Returns
Cosine of variable.

Definition at line 46 of file cos.hpp.

§ cos() [4/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::cos ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of cos() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Cosine of each value in x.

Definition at line 47 of file cos.hpp.

§ cosh() [1/4]

template<typename T >
fvar<T> stan::math::cosh ( const fvar< T > &  x)
inline

Definition at line 12 of file cosh.hpp.

§ cosh() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary<cosh_fun, T>::return_t stan::math::cosh ( const T &  x)
inline

Vectorized version of cosh().

Template Parameters
Ttype of container
Parameters
xangles in radians
Returns
Hyberbolic cosine of x.

Definition at line 34 of file cosh.hpp.

§ cosh() [3/4]

var stan::math::cosh ( const var a)
inline

Return the hyperbolic cosine of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \cosh x = \sinh x\).

\[ \mbox{cosh}(x) = \begin{cases} \cosh(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{cosh}(x)}{\partial x} = \begin{cases} \sinh(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable.
Returns
Hyperbolic cosine of variable.

Definition at line 46 of file cosh.hpp.

§ cosh() [4/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::cosh ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of cosh() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Hyberbolic cosine of x.

Definition at line 47 of file cosh.hpp.

§ cov_exp_quad() [1/6]

template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_exp_quad ( const std::vector< T_x > &  x,
const T_sigma &  sigma,
const T_l &  length_scale 
)
inline
Deprecated:
use gp_exp_quad_cov

Definition at line 20 of file cov_exp_quad.hpp.

§ cov_exp_quad() [2/6]

template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_exp_quad ( const std::vector< T_x > &  x,
const T_sigma &  sigma,
const std::vector< T_l > &  length_scale 
)
inline
Deprecated:
use gp_exp_quad_cov

Definition at line 31 of file cov_exp_quad.hpp.

§ cov_exp_quad() [3/6]

template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_exp_quad ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_sigma &  sigma,
const T_l &  length_scale 
)
inline
Deprecated:
use gp_exp_quad_cov

Definition at line 42 of file cov_exp_quad.hpp.

§ cov_exp_quad() [4/6]

template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_exp_quad ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_sigma &  sigma,
const std::vector< T_l > &  length_scale 
)
inline
Deprecated:
use gp_exp_quad_cov

Definition at line 53 of file cov_exp_quad.hpp.

§ cov_exp_quad() [5/6]

template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix<var, -1, -1> stan::math::cov_exp_quad ( const std::vector< T_x > &  x,
const var sigma,
const var l 
)
inline
Deprecated:
use gp_exp_quad_cov_vari

Definition at line 154 of file cov_exp_quad.hpp.

§ cov_exp_quad() [6/6]

template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix<var, -1, -1> stan::math::cov_exp_quad ( const std::vector< T_x > &  x,
double  sigma,
const var l 
)
inline
Deprecated:
use gp_exp_quad_cov_vari

Definition at line 164 of file cov_exp_quad.hpp.

§ cov_matrix_constrain() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_matrix_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
typename math::index_type< Eigen::Matrix< T, Eigen::Dynamic, 1 >>::type  K 
)

Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2).

See cov_matrix_free() for the inverse transform.

Template Parameters
Ttype of elements in the vector
Parameters
xThe vector to convert to a covariance matrix.
KThe number of rows and columns of the resulting covariance matrix.
Exceptions
std::invalid_argumentif (x.size() != K + (K choose 2)).

Definition at line 28 of file cov_matrix_constrain.hpp.

§ cov_matrix_constrain() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_matrix_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
typename math::index_type< Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >>::type  K,
T &  lp 
)

Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2).

See cov_matrix_free() for the inverse transform.

Template Parameters
Ttype of elements in the vector
Parameters
xThe vector to convert to a covariance matrix.
KThe dimensions of the resulting covariance matrix.
lpReference
Exceptions
std::domain_errorif (x.size() != K + (K choose 2)).

Definition at line 66 of file cov_matrix_constrain.hpp.

§ cov_matrix_constrain_lkj() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_matrix_constrain_lkj ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
size_t  k 
)

Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values.

The input vector must be of length \(k \choose 2 + k\). The first \(k \choose 2\) values in the input represent unconstrained (partial) correlations and the last \(k\) are unconstrained standard deviations of the dimensions.

The transform scales the correlation matrix transform defined in corr_matrix_constrain(Matrix, size_t) with the constrained deviations.

Template Parameters
Ttype of elements in the vector
Parameters
xInput vector of unconstrained partial correlations and standard deviations.
kDimensionality of returned covariance matrix.
Returns
Covariance matrix derived from the unconstrained partial correlations and deviations.

Definition at line 32 of file cov_matrix_constrain_lkj.hpp.

§ cov_matrix_constrain_lkj() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::cov_matrix_constrain_lkj ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
size_t  k,
T &  lp 
)

Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values and increment the specified log probability reference with the log absolute Jacobian determinant.

The transform is defined as for cov_matrix_constrain(Matrix, size_t).

The log absolute Jacobian determinant is derived by composing the log absolute Jacobian determinant for the underlying correlation matrix as defined in cov_matrix_constrain(Matrix, size_t, T&) with the Jacobian of the transform of the correlation matrix into a covariance matrix by scaling by standard deviations.

Template Parameters
Ttype of elements in the vector
Parameters
xInput vector of unconstrained partial correlations and standard deviations.
kDimensionality of returned covariance matrix.
lpLog probability reference to increment.
Returns
Covariance matrix derived from the unconstrained partial correlations and deviations.

Definition at line 72 of file cov_matrix_constrain_lkj.hpp.

§ cov_matrix_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::cov_matrix_free ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  y)

The covariance matrix derived from the symmetric view of the lower-triangular view of the K by K specified matrix is freed to return a vector of size K + (K choose 2).

This is the inverse of the cov_matrix_constrain() function so that for any finite vector x of size K

  • (K choose 2),

x == cov_matrix_free(cov_matrix_constrain(x, K)).

In order for this round-trip to work (and really for this function to work), the symmetric view of its lower-triangular view must be positive definite.

Template Parameters
Ttype of elements in the matrix
Parameters
yMatrix of dimensions K by K such that he symmetric view of the lower-triangular view is positive definite.
Returns
Vector of size K plus (K choose 2) in (-inf, inf) that produces
Exceptions
std::domain_errorif y is not square, has zero dimensionality, or has a non-positive diagonal element.

Definition at line 36 of file cov_matrix_free.hpp.

§ cov_matrix_free_lkj()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::cov_matrix_free_lkj ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  y)

Return the vector of unconstrained partial correlations and deviations that transform to the specified covariance matrix.

The constraining transform is defined as for cov_matrix_constrain(Matrix, size_t). The inverse first factors out the deviations, then applies the freeing transform of corr_matrix_free(Matrix&).

Template Parameters
Ttype of elements in the matrix
Parameters
yCovariance matrix to free.
Returns
Vector of unconstrained values that transforms to the specified covariance matrix.
Exceptions
std::domain_errorif the correlation matrix has no elements or is not a square matrix.
std::runtime_errorif the correlation matrix cannot be factorized by factor_cov_matrix()

Definition at line 30 of file cov_matrix_free_lkj.hpp.

§ crossprod() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, C, C> stan::math::crossprod ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 12 of file crossprod.hpp.

§ crossprod() [2/3]

matrix_v stan::math::crossprod ( const matrix_v M)
inline

Returns the result of pre-multiplying a matrix by its own transpose.

Parameters
MMatrix to multiply.
Returns
Transpose of M times M

Definition at line 17 of file crossprod.hpp.

§ crossprod() [3/3]

matrix_d stan::math::crossprod ( const matrix_d M)
inline

Returns the result of pre-multiplying a matrix by its own transpose.

Parameters
MMatrix to multiply.
Returns
Transpose of M times M

Definition at line 17 of file crossprod.hpp.

§ csr_matrix_times_vector()

template<typename T1 , typename T2 >
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, 1> stan::math::csr_matrix_times_vector ( int  m,
int  n,
const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  w,
const std::vector< int > &  v,
const std::vector< int > &  u,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &  b 
)
inline

Definition at line 74 of file csr_matrix_times_vector.hpp.

§ cumulative_sum() [1/2]

template<typename T >
std::vector<T> stan::math::cumulative_sum ( const std::vector< T > &  x)
inline

Return the cumulative sum of the specified vector.

The cumulative sum of a vector of values

is the
\code x[0], x[1] + x[2], ..., x[1] + , ..., + x[x.size()-1]
Template Parameters
Ttype of elements in the vector
Parameters
xVector of values.
Returns
Cumulative sum of values.

Definition at line 24 of file cumulative_sum.hpp.

§ cumulative_sum() [2/2]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::cumulative_sum ( const Eigen::Matrix< T, R, C > &  m)
inline

Return the cumulative sum of the specified matrix.

The cumulative sum is of the same type as the input and has values defined by

x(0), x(1) + x(2), ..., x(1) + , ..., + x(x.size()-1)
Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mMatrix of values.
Returns
Cumulative sum of values.

Definition at line 49 of file cumulative_sum.hpp.

§ cvodes_set_options()

void stan::math::cvodes_set_options ( void *  cvodes_mem,
double  rel_tol,
double  abs_tol,
long int  max_num_steps 
)
inline

Definition at line 20 of file cvodes_utils.hpp.

§ cvodes_silent_err_handler()

void stan::math::cvodes_silent_err_handler ( int  error_code,
const char *  module,
const char *  function,
char *  msg,
void *  eh_data 
)
inline

Definition at line 15 of file cvodes_utils.hpp.

§ derivative()

template<typename T , typename F >
void stan::math::derivative ( const F &  f,
const T &  x,
T &  fx,
T &  dfx_dx 
)

Return the derivative of the specified univariate function at the specified argument.

Template Parameters
TArgument type
FFunction type
Parameters
[in]fFunction
[in]xArgument
[out]fxValue of function applied to argument
[out]dfx_dxValue of derivative

Definition at line 24 of file derivative.hpp.

§ determinant() [1/3]

template<typename T , int R, int C>
fvar<T> stan::math::determinant ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 12 of file determinant.hpp.

§ determinant() [2/3]

template<typename T , int R, int C>
T stan::math::determinant ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the determinant of the specified square matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified matrix.
Returns
Determinant of the matrix.
Exceptions
std::domain_errorif matrix is not square.

Definition at line 22 of file determinant.hpp.

§ determinant() [3/3]

template<int R, int C>
var stan::math::determinant ( const Eigen::Matrix< var, R, C > &  m)
inline

Definition at line 48 of file determinant.hpp.

§ diag_matrix()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::diag_matrix ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v)
inline

Return a square diagonal matrix with the specified vector of coefficients as the diagonal values.

Template Parameters
Ttype of elements in the vector
Parameters
[in]vSpecified vector.
Returns
Diagonal matrix with vector as diagonal values.

Definition at line 18 of file diag_matrix.hpp.

§ diag_post_multiply()

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C1> stan::math::diag_post_multiply ( const Eigen::Matrix< T1, R1, C1 > &  m1,
const Eigen::Matrix< T2, R2, C2 > &  m2 
)

Definition at line 11 of file diag_post_multiply.hpp.

§ diag_pre_multiply()

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R2, C2> stan::math::diag_pre_multiply ( const Eigen::Matrix< T1, R1, C1 > &  m1,
const Eigen::Matrix< T2, R2, C2 > &  m2 
)

Definition at line 11 of file diag_pre_multiply.hpp.

§ diagonal()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::diagonal ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)
inline

Return a column vector of the diagonal elements of the specified matrix.

The matrix is not required to be square.

Template Parameters
Ttype of elements in the matrix
Parameters
mSpecified matrix.
Returns
Diagonal of the matrix.

Definition at line 18 of file diagonal.hpp.

§ digamma() [1/4]

var stan::math::digamma ( const var a)
inline

Definition at line 20 of file digamma.hpp.

§ digamma() [2/4]

template<typename T >
fvar<T> stan::math::digamma ( const fvar< T > &  x)
inline

Return the derivative of the log gamma function at the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
[in]xargument
Returns
derivative of the log gamma function at the specified argument

Definition at line 23 of file digamma.hpp.

§ digamma() [3/4]

double stan::math::digamma ( double  x)
inline

Return the derivative of the log gamma function at the specified value.

\[ \mbox{digamma}(x) = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \Psi(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{digamma}(x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \frac{\partial\, \Psi(x)}{\partial x} & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Psi(x)=\frac{\Gamma'(x)}{\Gamma(x)} \]

\[ \frac{\partial \, \Psi(x)}{\partial x} = \frac{\Gamma''(x)\Gamma(x)-(\Gamma'(x))^2}{\Gamma^2(x)} \]

The design follows the standard C++ library in returning NaN rather than throwing exceptions.

Parameters
[in]xargument
Returns
derivative of log gamma function at argument

Definition at line 46 of file digamma.hpp.

§ digamma() [4/4]

template<typename T >
auto stan::math::digamma ( const T &  x)
inline

Vectorized version of digamma().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Digamma function applied to each value in x.
Exceptions
std::domain_errorif any value is a negative integer or 0

Definition at line 74 of file digamma.hpp.

§ dims() [1/4]

template<typename T >
void stan::math::dims ( const T &  x,
std::vector< int > &  result 
)
inline

Definition at line 11 of file dims.hpp.

§ dims() [2/4]

template<typename T , int R, int C>
void stan::math::dims ( const Eigen::Matrix< T, R, C > &  x,
std::vector< int > &  result 
)
inline

Definition at line 15 of file dims.hpp.

§ dims() [3/4]

template<typename T >
void stan::math::dims ( const std::vector< T > &  x,
std::vector< int > &  result 
)
inline

Definition at line 20 of file dims.hpp.

§ dims() [4/4]

template<typename T >
std::vector<int> stan::math::dims ( const T &  x)
inline

Definition at line 28 of file dims.hpp.

§ dirichlet_lpdf()

template<typename T_prob , typename T_prior_size >
return_type_t<T_prob, T_prior_size> stan::math::dirichlet_lpdf ( const T_prob &  theta,
const T_prior_size &  alpha 
)

Definition at line 116 of file dirichlet_lpdf.hpp.

§ dirichlet_lpmf()

template<typename T_prob , typename T_prior_size >
return_type_t<T_prob, T_prior_size> stan::math::dirichlet_lpmf ( const T_prob &  theta,
const T_prior_size &  alpha 
)

Definition at line 20 of file dirichlet_lpmf.hpp.

§ distance() [1/2]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::distance ( const T1 &  x1,
const T2 &  x2 
)
inline

Returns the distance between two scalars.

Parameters
x1First scalar.
x2Second scalar.
Returns
Distance between two scalars
Exceptions
std::domain_errorIf the arguments are not finite.

Definition at line 23 of file distance.hpp.

§ distance() [2/2]

template<typename T1 , int R1, int C1, typename T2 , int R2, int C2>
return_type_t<T1, T2> stan::math::distance ( const Eigen::Matrix< T1, R1, C1 > &  v1,
const Eigen::Matrix< T2, R2, C2 > &  v2 
)
inline

Returns the distance between the specified vectors.

Template Parameters
T1type of elements in first vector
T2type of elements in second vector
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 41 of file distance.hpp.

§ divide() [1/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::divide ( const Eigen::Matrix< fvar< T >, R, C > &  v,
const fvar< T > &  c 
)
inline

Definition at line 11 of file divide.hpp.

§ divide() [2/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::divide ( const Eigen::Matrix< fvar< T >, R, C > &  v,
double  c 
)
inline

Definition at line 20 of file divide.hpp.

§ divide() [3/9]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::divide ( const T1 &  x,
const T2 &  y 
)
inline

Return the division of the first scalar by the second scalar.

Parameters
[in]xSpecified vector.
[in]ySpecified scalar.
Returns
Vector divided by the scalar.

Definition at line 22 of file divide.hpp.

§ divide() [4/9]

int stan::math::divide ( int  x,
int  y 
)
inline

Definition at line 26 of file divide.hpp.

§ divide() [5/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::divide ( const Eigen::Matrix< double, R, C > &  v,
const fvar< T > &  c 
)
inline

Definition at line 29 of file divide.hpp.

§ divide() [6/9]

template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::divide ( const Eigen::Matrix< T1, R, C > &  m,
T2  c 
)
inline

Return matrix divided by scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
T1type of elements in the matrix
T2type of scalar
Parameters
[in]mspecified matrix
[in]cspecified scalar
Returns
matrix divided by the scalar

Definition at line 46 of file divide.hpp.

§ divide() [7/9]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::divide ( const Eigen::Matrix< double, R, C > &  m,
const var c 
)
inline

Return matrix divided by scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mspecified matrix
[in]cspecified scalar
Returns
matrix divided by the scalar

Definition at line 125 of file divide.hpp.

§ divide() [8/9]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::divide ( const Eigen::Matrix< var, R, C > &  m,
const double &  c 
)
inline

Return matrix divided by scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mspecified matrix
[in]cspecified scalar
Returns
matrix divided by the scalar

Definition at line 145 of file divide.hpp.

§ divide() [9/9]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::divide ( const Eigen::Matrix< var, R, C > &  m,
const var c 
)
inline

Return matrix divided by scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mspecified matrix
[in]cspecified scalar
Returns
matrix divided by the scalar

Definition at line 165 of file divide.hpp.

§ divide_columns()

template<typename T_x , typename T_v >
std::vector< Eigen::Matrix<return_type_t<T_x, T_v, double>, Eigen::Dynamic, 1> > stan::math::divide_columns ( const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &  x,
const std::vector< T_v > &  vec 
)
inline

Takes Stan data type vector[n] x[D] and divides column vector in x element-wise by the values in vec.

Template Parameters
T_xType of dividend
T_vScalar type of divisor
Parameters
xstd::vector of matrices
vecstd::vector of divisors
Exceptions
std::invalidargument if D != length of vector

Definition at line 26 of file divide_columns.hpp.

§ do_lkj_constant()

template<typename T_shape >
return_type_t<double, T_shape> stan::math::do_lkj_constant ( const T_shape &  eta,
const unsigned int &  K 
)

Definition at line 15 of file lkj_corr_lpdf.hpp.

§ domain_error() [1/2]

template<typename T >
void stan::math::domain_error ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1,
const char *  msg2 
)
inline
Deprecated:
use throw_domain_error

Definition at line 14 of file domain_error.hpp.

§ domain_error() [2/2]

template<typename T >
void stan::math::domain_error ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1 
)
inline
Deprecated:
use throw_domain_error

Definition at line 23 of file domain_error.hpp.

§ domain_error_vec() [1/2]

template<typename T >
void stan::math::domain_error_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg1,
const char *  msg2 
)
inline
Deprecated:
use throw_domain_error_vec

Definition at line 13 of file domain_error_vec.hpp.

§ domain_error_vec() [2/2]

template<typename T >
void stan::math::domain_error_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg1 
)
inline
Deprecated:
use throw_domain_error_vec

Definition at line 22 of file domain_error_vec.hpp.

§ dot()

double stan::math::dot ( const std::vector< double > &  x,
const std::vector< double > &  y 
)
inline

Definition at line 11 of file dot.hpp.

§ dot_product() [1/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 13 of file dot_product.hpp.

§ dot_product() [2/21]

template<int R1, int C1, int R2, int C2>
double stan::math::dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Returns the dot product of the specified vectors.

Template Parameters
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 26 of file dot_product.hpp.

§ dot_product() [3/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Definition at line 27 of file dot_product.hpp.

§ dot_product() [4/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 41 of file dot_product.hpp.

§ dot_product() [5/21]

double stan::math::dot_product ( const double *  v1,
const double *  v2,
size_t  length 
)
inline

Returns the dot product of the specified arrays of doubles.

Parameters
v1First array.
v2Second array.
lengthLength of both arrays.

Definition at line 41 of file dot_product.hpp.

§ dot_product() [6/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2,
size_type length 
)
inline

Definition at line 55 of file dot_product.hpp.

§ dot_product() [7/21]

double stan::math::dot_product ( const std::vector< double > &  v1,
const std::vector< double > &  v2 
)
inline

Returns the dot product of the specified arrays of doubles.

Parameters
v1First array.
v2Second array.
Exceptions
std::domain_errorif the vectors are not the same size.

Definition at line 56 of file dot_product.hpp.

§ dot_product() [8/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2,
size_type length 
)
inline

Definition at line 69 of file dot_product.hpp.

§ dot_product() [9/21]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2,
size_type length 
)
inline

Definition at line 83 of file dot_product.hpp.

§ dot_product() [10/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< fvar< T > > &  v1,
const std::vector< fvar< T > > &  v2 
)
inline

Definition at line 97 of file dot_product.hpp.

§ dot_product() [11/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< double > &  v1,
const std::vector< fvar< T > > &  v2 
)
inline

Definition at line 108 of file dot_product.hpp.

§ dot_product() [12/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< fvar< T > > &  v1,
const std::vector< double > &  v2 
)
inline

Definition at line 119 of file dot_product.hpp.

§ dot_product() [13/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< fvar< T > > &  v1,
const std::vector< fvar< T > > &  v2,
size_type length 
)
inline

Definition at line 130 of file dot_product.hpp.

§ dot_product() [14/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< double > &  v1,
const std::vector< fvar< T > > &  v2,
size_type length 
)
inline

Definition at line 140 of file dot_product.hpp.

§ dot_product() [15/21]

template<typename T >
fvar<T> stan::math::dot_product ( const std::vector< fvar< T > > &  v1,
const std::vector< double > &  v2,
size_type length 
)
inline

Definition at line 150 of file dot_product.hpp.

§ dot_product() [16/21]

template<typename T >
fvar<T> stan::math::dot_product ( const fvar< T > *  v1,
const fvar< T > *  v2,
size_type  length 
)
inline

Return dot product of specified pointers up to specified length.

Template Parameters
Ttype of scalar within fvar
Parameters
v1pointer to first sequence
v2pointer second sequence
lengthnumber of elements to multiply from each sequence
Returns
dot product of sequences up to length

Definition at line 169 of file dot_product.hpp.

§ dot_product() [17/21]

template<typename T >
fvar<T> stan::math::dot_product ( const double *  v1,
const fvar< T > *  v2,
size_type  length 
)
inline

Return dot product of specified pointers up to specified length.

Template Parameters
Ttype of scalar within fvar
Parameters
v1pointer to first sequence
v2pointer second sequence
lengthnumber of elements to multiply from each sequence
Returns
dot product of sequences up to length

Definition at line 187 of file dot_product.hpp.

§ dot_product() [18/21]

template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename = require_any_var_t<T1, T2>>
return_type_t<T1, T2> stan::math::dot_product ( const Eigen::Matrix< T1, R1, C1 > &  v1,
const Eigen::Matrix< T2, R2, C2 > &  v2 
)
inline

Returns the dot product.

Template Parameters
T1type of elements in the first vector
R1number of rows, can be Eigen::Dynamic
C1number of columns, can be Eigen::Dynamic
T2type of elements in the second vector
R2number of rows, can be Eigen::Dynamic
C2number of columns, can be Eigen::Dynamic
Parameters
[in]v1First column vector.
[in]v2Second column vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorif length of v1 is not equal to length of v2.

Definition at line 200 of file dot_product.hpp.

§ dot_product() [19/21]

template<typename T >
fvar<T> stan::math::dot_product ( const fvar< T > *  v1,
const double *  v2,
size_type  length 
)
inline

Return dot product of specified pointers up to specified length.

Template Parameters
Ttype of scalar within fvar
Parameters
v1pointer to first sequence
v2pointer second sequence
lengthnumber of elements to multiply from each sequence
Returns
dot product of sequences up to length

Definition at line 205 of file dot_product.hpp.

§ dot_product() [20/21]

template<typename T1 , typename T2 , typename = require_any_var_t<T1, T2>>
return_type_t<T1, T2> stan::math::dot_product ( const T1 *  v1,
const T2 *  v2,
size_t  length 
)
inline

Returns the dot product.

Template Parameters
T1type of elements in the first vector
T2type of elements in the second vector
Parameters
[in]v1First array.
[in]v2Second array.
[in]lengthLength of both arrays.
Returns
Dot product of the arrays.

Definition at line 220 of file dot_product.hpp.

§ dot_product() [21/21]

template<typename T1 , typename T2 , typename = require_any_var_t<T1, T2>>
return_type_t<T1, T2> stan::math::dot_product ( const std::vector< T1 > &  v1,
const std::vector< T2 > &  v2 
)
inline

Returns the dot product.

Template Parameters
T1type of elements in the first vector
T2type of elements in the second vector
Parameters
[in]v1First vector.
[in]v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorif sizes of v1 and v2 do not match.

Definition at line 237 of file dot_product.hpp.

§ dot_self() [1/4]

double stan::math::dot_self ( const std::vector< double > &  x)
inline

Definition at line 13 of file dot_self.hpp.

§ dot_self() [2/4]

template<typename T , int R, int C>
fvar<T> stan::math::dot_self ( const Eigen::Matrix< fvar< T >, R, C > &  v)
inline

Definition at line 13 of file dot_self.hpp.

§ dot_self() [3/4]

template<int R, int C>
double stan::math::dot_self ( const Eigen::Matrix< double, R, C > &  v)
inline

Returns the dot product of the specified vector with itself.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
vVector.
Exceptions
std::domain_errorIf v is not vector dimensioned.

Definition at line 30 of file dot_self.hpp.

§ dot_self() [4/4]

template<int R, int C>
var stan::math::dot_self ( const Eigen::Matrix< var, R, C > &  v)
inline

Returns the dot product of a vector with itself.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic; one of R or C must be 1
Cnumber of columns, can be Eigen::Dynamic; one of R or C must be 1
Parameters
[in]vVector.
Returns
Dot product of the vector with itself.

Definition at line 66 of file dot_self.hpp.

§ double_exponential_lpdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::double_exponential_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 112 of file double_exponential_lpdf.hpp.

§ e()

double stan::math::e ( )
inline

Return the base of the natural logarithm.

Returns
Base of natural logarithm.

Definition at line 20 of file constants.hpp.

§ eigenvalues_sym()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::eigenvalues_sym ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Return the eigenvalues of the specified symmetric matrix in descending order of magnitude.

This function is more efficient than the general eigenvalues function for symmetric matrices.

See eigen_decompose() for more information.

Template Parameters
Ttype of elements in the matrix
Parameters
mSpecified matrix.
Returns
Eigenvalues of matrix.

Definition at line 22 of file eigenvalues_sym.hpp.

§ eigenvectors_sym()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::eigenvectors_sym ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Definition at line 11 of file eigenvectors_sym.hpp.

§ elt_divide() [1/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::elt_divide ( const Eigen::Matrix< T1, R, C > &  m1,
const Eigen::Matrix< T2, R, C > &  m2 
)

Return the elementwise division of the specified matrices.

Template Parameters
T1type of elements in first matrix
T2type of elements in second matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
m1First matrix
m2Second matrix
Returns
Elementwise division of matrices.

Definition at line 23 of file elt_divide.hpp.

§ elt_divide() [2/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::elt_divide ( const Eigen::Matrix< T1, R, C > &  m,
T2  s 
)

Return the elementwise division of the specified matrix by the specified scalar.

Template Parameters
T1type of elements in the matrix
T2type of the scalar
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mmatrix
sscalar
Returns
Elementwise division of a scalar by matrix.

Definition at line 44 of file elt_divide.hpp.

§ elt_divide() [3/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::elt_divide ( T1  s,
const Eigen::Matrix< T2, R, C > &  m 
)

Return the elementwise division of the specified scalar by the specified matrix.

Template Parameters
T1type of the scalar
T2type of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
sscalar
mmatrix
Returns
Elementwise division of a scalar by matrix.

Definition at line 63 of file elt_divide.hpp.

§ elt_multiply()

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::elt_multiply ( const Eigen::Matrix< T1, R, C > &  m1,
const Eigen::Matrix< T2, R, C > &  m2 
)

Return the elementwise multiplication of the specified matrices.

Template Parameters
T1type of elements in first matrix
T2type of elements in second matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
m1First matrix
m2Second matrix
Returns
Elementwise product of matrices.

Definition at line 24 of file elt_multiply.hpp.

§ empty_nested()

static bool stan::math::empty_nested ( )
inlinestatic

Return true if there is no nested autodiff being executed.

Definition at line 12 of file empty_nested.hpp.

§ erf() [1/5]

template<typename T >
fvar<T> stan::math::erf ( const fvar< T > &  x)
inline

Definition at line 15 of file erf.hpp.

§ erf() [2/5]

double stan::math::erf ( double  x)
inline

Return the error function of the specified value.

\[ \mbox{erf}(x) = \frac{2}{\sqrt{\pi}} \int_0^x e^{-t^2} dt \]

Parameters
[in]xArgument.
Returns
Error function of the argument.

Definition at line 20 of file erf.hpp.

§ erf() [3/5]

double stan::math::erf ( int  x)
inline

Return the error function of the specified argument.

This version is required to disambiguate erf(int).

Parameters
[in]xArgument.
Returns
Error function of the argument.

Definition at line 29 of file erf.hpp.

§ erf() [4/5]

template<typename T >
auto stan::math::erf ( const T &  x)
inline

Vectorized version of erf().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Error function applied to each value in x.

Definition at line 53 of file erf.hpp.

§ erf() [5/5]

var stan::math::erf ( const var a)
inline

The error function for variables (C99).

The derivative is

\(\frac{d}{dx} \mbox{erf}(x) = \frac{2}{\sqrt{\pi}} \exp(-x^2)\).

\[ \mbox{erf}(x) = \begin{cases} \operatorname{erf}(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{erf}(x)}{\partial x} = \begin{cases} \frac{\partial\, \operatorname{erf}(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \operatorname{erf}(x)=\frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2}dt \]

\[ \frac{\partial \, \operatorname{erf}(x)}{\partial x} = \frac{2}{\sqrt{\pi}} e^{-x^2} \]

Parameters
aThe variable.
Returns
Error function applied to the variable.

Definition at line 58 of file erf.hpp.

§ erfc() [1/5]

template<typename T >
fvar<T> stan::math::erfc ( const fvar< T > &  x)
inline

Definition at line 15 of file erfc.hpp.

§ erfc() [2/5]

double stan::math::erfc ( double  x)
inline

Return the complementary error function of the specified value.

\[ \mbox{erfc}(x) = 1 - \frac{2}{\sqrt{\pi}} \int_0^x e^{-t^2} dt \]

Parameters
[in]xArgument.
Returns
Complementary error function of the argument.

Definition at line 20 of file erfc.hpp.

§ erfc() [3/5]

double stan::math::erfc ( int  x)
inline

Return the error function of the specified argument.

This version is required to disambiguate erfc(int).

Parameters
[in]xArgument.
Returns
Complementary error function value of the argument.

Definition at line 29 of file erfc.hpp.

§ erfc() [4/5]

template<typename T >
auto stan::math::erfc ( const T &  x)
inline

Vectorized version of erfc().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Complementary error function applied to each value in x.

Definition at line 53 of file erfc.hpp.

§ erfc() [5/5]

var stan::math::erfc ( const var a)
inline

The complementary error function for variables (C99).

The derivative is

\(\frac{d}{dx} \mbox{erfc}(x) = - \frac{2}{\sqrt{\pi}} \exp(-x^2)\).

\[ \mbox{erfc}(x) = \begin{cases} \operatorname{erfc}(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{erfc}(x)}{\partial x} = \begin{cases} \frac{\partial\, \operatorname{erfc}(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \operatorname{erfc}(x)=\frac{2}{\sqrt{\pi}}\int_x^\infty e^{-t^2}dt \]

\[ \frac{\partial \, \operatorname{erfc}(x)}{\partial x} = -\frac{2}{\sqrt{\pi}} e^{-x^2} \]

Parameters
aThe variable.
Returns
Complementary error function applied to the variable.

Definition at line 58 of file erfc.hpp.

§ exp() [1/5]

template<typename T >
fvar<T> stan::math::exp ( const fvar< T > &  x)
inline

Definition at line 11 of file exp.hpp.

§ exp() [2/5]

double stan::math::exp ( int  x)
inline

Return the natural exponential of the specified argument.

This version is required to disambiguate exp(int).

Parameters
[in]xArgument.
Returns
Natural exponential of argument.

Definition at line 18 of file exp.hpp.

§ exp() [3/5]

var stan::math::exp ( const var a)
inline

Return the exponentiation of the specified variable (cmath).

\[ \mbox{exp}(x) = \begin{cases} e^x & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{exp}(x)}{\partial x} = \begin{cases} e^x & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable to exponentiate.
Returns
Exponentiated variable.

Definition at line 41 of file exp.hpp.

§ exp() [4/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::exp ( const T &  x)
inline

Return the elementwise exponentiation of the specified argument, which may be a scalar or any Stan container of numeric scalars.

The return type is the same as the argument type.

Template Parameters
Ttype of container
Parameters
[in]xcontainer
Returns
Elementwise application of exponentiation to the argument.

Definition at line 49 of file exp.hpp.

§ exp() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::exp ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of exp() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Elementwise application of exponentiation to the argument.

Definition at line 61 of file exp.hpp.

§ exp2() [1/4]

template<typename T >
fvar<T> stan::math::exp2 ( const fvar< T > &  x)
inline

Definition at line 14 of file exp2.hpp.

§ exp2() [2/4]

template<typename T , typename = require_arithmetic_t<T>>
double stan::math::exp2 ( y)
inline

Return the exponent base 2 of the specified argument (C99, C++11).

The exponent base 2 function is defined by

exp2(y) = pow(2.0, y).

Parameters
yargument.
Returns
exponent base 2 of argument.

Definition at line 22 of file exp2.hpp.

§ exp2() [3/4]

var stan::math::exp2 ( const var a)
inline

Exponentiation base 2 function for variables (C99).

The derivative is

\(\frac{d}{dx} 2^x = (\log 2) 2^x\).

\[ \mbox{exp2}(x) = \begin{cases} 2^x & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{exp2}(x)}{\partial x} = \begin{cases} 2^x\ln2 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aThe variable.
Returns
Two to the power of the specified variable.

Definition at line 46 of file exp2.hpp.

§ exp2() [4/4]

template<typename T , typename = require_vector_like_t<T>>
auto stan::math::exp2 ( const T &  x)
inline

Return the elementwise application of exp2() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Elementwise exp2 of members of container.

Definition at line 55 of file exp2.hpp.

§ exp_mod_normal_cdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t<T_y, T_loc, T_scale, T_inv_scale> stan::math::exp_mod_normal_cdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_inv_scale &  lambda 
)

Definition at line 19 of file exp_mod_normal_cdf.hpp.

§ exp_mod_normal_lccdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t<T_y, T_loc, T_scale, T_inv_scale> stan::math::exp_mod_normal_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_inv_scale &  lambda 
)

Definition at line 19 of file exp_mod_normal_lccdf.hpp.

§ exp_mod_normal_lcdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t<T_y, T_loc, T_scale, T_inv_scale> stan::math::exp_mod_normal_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_inv_scale &  lambda 
)

Definition at line 19 of file exp_mod_normal_lcdf.hpp.

§ exp_mod_normal_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t<T_y, T_loc, T_scale, T_inv_scale> stan::math::exp_mod_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_inv_scale &  lambda 
)

Definition at line 19 of file exp_mod_normal_lpdf.hpp.

§ exp_mod_normal_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale , typename T_inv_scale >
return_type_t<T_y, T_loc, T_scale, T_inv_scale> stan::math::exp_mod_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_inv_scale &  lambda 
)
inline

Definition at line 102 of file exp_mod_normal_lpdf.hpp.

§ expm1() [1/5]

template<typename T >
fvar<T> stan::math::expm1 ( const fvar< T > &  x)
inline

Definition at line 13 of file expm1.hpp.

§ expm1() [2/5]

double stan::math::expm1 ( double  x)
inline

Return the natural exponentiation of x minus one.

Returns infinity for infinity argument and -infinity for -infinity argument.

Parameters
[in]xArgument.
Returns
Natural exponentiation of argument minus one.

Definition at line 18 of file expm1.hpp.

§ expm1() [3/5]

double stan::math::expm1 ( int  x)
inline

Integer version of expm1.

Parameters
[in]xArgument.
Returns
Natural exponentiation of argument minus one.

Definition at line 26 of file expm1.hpp.

§ expm1() [4/5]

var stan::math::expm1 ( const var a)
inline

The exponentiation of the specified variable minus 1 (C99).

The derivative is given by

\(\frac{d}{dx} \exp(a) - 1 = \exp(a)\).

\[ \mbox{expm1}(x) = \begin{cases} e^x-1 & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{expm1}(x)}{\partial x} = \begin{cases} e^x & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aThe variable.
Returns
Two to the power of the specified variable.

Definition at line 46 of file expm1.hpp.

§ expm1() [5/5]

template<typename T >
auto stan::math::expm1 ( const T &  x)
inline

Vectorized version of expm1().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Natural exponential of each value in x minus one.

Definition at line 50 of file expm1.hpp.

§ exponential_lccdf()

template<typename T_y , typename T_inv_scale >
return_type_t<T_y, T_inv_scale> stan::math::exponential_lccdf ( const T_y &  y,
const T_inv_scale &  beta 
)

Definition at line 13 of file exponential_lccdf.hpp.

§ exponential_lcdf()

template<typename T_y , typename T_inv_scale >
return_type_t<T_y, T_inv_scale> stan::math::exponential_lcdf ( const T_y &  y,
const T_inv_scale &  beta 
)

Definition at line 14 of file exponential_lcdf.hpp.

§ exponential_lpdf()

template<typename T_y , typename T_inv_scale >
return_type_t<T_y, T_inv_scale> stan::math::exponential_lpdf ( const T_y &  y,
const T_inv_scale &  beta 
)
inline

Definition at line 94 of file exponential_lpdf.hpp.

§ F32()

template<typename T >
T stan::math::F32 ( const T &  a1,
const T &  a2,
const T &  a3,
const T &  b1,
const T &  b2,
const T &  z,
double  precision = 1e-6,
int  max_steps = 1e5 
)

Hypergeometric function (3F2).

Function reference: http://dlmf.nist.gov/16.2

\[ _3F_2 \left( \begin{matrix}a_1 a_2 a3 \\ b_1 b_2\end{matrix}; z \right) = \sum_k=0^\infty \frac{(a_1)_k(a_2)_k(a_3)_k}{(b_1)_k(b_2)_k}\frac{z^k}{k!} \]

Where _k$ is an upper shifted factorial.

Calculate the hypergeometric function (3F2) as the power series directly to within precision or until max_steps terms.

This function does not have a closed form but will converge if:

  • |z| is less than 1
  • |z| is equal to one and b1 + b2 < a1 + a2 + a3 This function is a rational polynomial if
  • a1, a2, or a3 is a non-positive integer This function can be treated as a rational polynomial if
  • b1 or b2 is a non-positive integer and the series is terminated prior to the final term.
Template Parameters
Ttype of arguments and result
Parameters
[in]a1a1 (always called with 1 from beta binomial cdfs)
[in]a2a2 (always called with a2 > 1)
[in]a3a3 (always called with int a3 <= 0)
[in]b1b1 (always called with int b1 < |a3|)
[in]b2b2 (always <= 1)
[in]zz (is always called with 1 from beta binomial cdfs)
[in]precisionprecision of the infinite sum. defaults to 1e-6
[in]max_stepsnumber of steps to take. defaults to 1e5

Definition at line 50 of file F32.hpp.

§ fabs() [1/5]

template<typename T >
fvar<T> stan::math::fabs ( const fvar< T > &  x)
inline

Definition at line 15 of file fabs.hpp.

§ fabs() [2/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
apply_scalar_unary<fabs_fun, T>::return_t stan::math::fabs ( const T &  x)
inline

Vectorized version of fabs().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Absolute value of each value in x.

Definition at line 34 of file fabs.hpp.

§ fabs() [3/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::fabs ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of fabs() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Absolute value of each value in x.

Definition at line 47 of file fabs.hpp.

§ fabs() [4/5]

var stan::math::fabs ( const var a)
inline

Return the absolute value of the variable (cmath).

Choosing an arbitrary value at the non-differentiable point 0,

\(\frac{d}{dx}|x| = \mbox{sgn}(x)\).

where \(\mbox{sgn}(x)\) is the signum function, taking values -1 if \(x < 0\), 0 if \(x == 0\), and 1 if \(x == 1\).

The function abs() provides the same behavior, with abs() defined in stdlib.h and fabs() defined in cmath. The derivative is 0 if the input is 0.

Returns std::numeric_limits<double>::quiet_NaN() for NaN inputs.

\[ \mbox{fabs}(x) = \begin{cases} |x| & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fabs}(x)}{\partial x} = \begin{cases} -1 & \mbox{if } x < 0 \\ 0 & \mbox{if } x = 0 \\ 1 & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aInput variable.
Returns
Absolute value of variable.

Definition at line 50 of file fabs.hpp.

§ fabs() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::fabs ( const Eigen::ArrayBase< Derived > &  x)
inline

Version of fabs() that accepts Eigen Array or array expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Absolute value of each value in x.

Definition at line 60 of file fabs.hpp.

§ factor_cov_matrix()

template<typename T >
bool stan::math::factor_cov_matrix ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  Sigma,
Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
Eigen::Array< T, Eigen::Dynamic, 1 > &  sds 
)

This function is intended to make starting values, given a covariance matrix Sigma.

The transformations are hard coded as log for standard deviations and Fisher transformations (atanh()) of CPCs

Template Parameters
Ttype of elements in the matrix and arrays
Parameters
[in]Sigmacovariance matrix
[out]CPCsfill this unbounded (does not resize)
[out]sdsfill this unbounded (does not resize)
Returns
false if any of the diagonals of Sigma are 0

Definition at line 25 of file factor_cov_matrix.hpp.

§ factor_U()

template<typename T >
void stan::math::factor_U ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  U,
Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs 
)

This function is intended to make starting values, given a unit upper-triangular matrix U such that U'DU is a correlation matrix.

Template Parameters
Ttype of elements in the matrix
Parameters
USigma matrix
CPCsfill this unbounded

Definition at line 23 of file factor_U.hpp.

§ falling_factorial() [1/3]

var stan::math::falling_factorial ( const var a,
int  b 
)
inline

Definition at line 25 of file falling_factorial.hpp.

§ falling_factorial() [2/3]

template<typename T >
fvar<T> stan::math::falling_factorial ( const fvar< T > &  x,
int  n 
)
inline

Return autodiff variable with the gradient and result of the falling factorial function applied to the inputs.

Will throw for NaN x and for negative n, as implemented in primitive function.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
nArgument
Returns
tangent of falling factorial at arguments.

Definition at line 26 of file falling_factorial.hpp.

§ falling_factorial() [3/3]

template<typename T >
return_type_t<T> stan::math::falling_factorial ( const T &  x,
int  n 
)
inline

Return the falling factorial function evaluated at the inputs.

Will throw for NaN x and for negative n

Template Parameters
TType of x argument.
Parameters
xArgument.
nArgument
Returns
Result of falling factorial function.
Exceptions
std::domain_errorif x is NaN
std::domain_errorif n is negative

\[ \mbox{falling\_factorial}(x, n) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ (x)_n & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{falling\_factorial}(x, n)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \frac{\partial\, (x)_n}{\partial x} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{falling\_factorial}(x, n)}{\partial n} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \frac{\partial\, (x)_n}{\partial n} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ (x)_n=\frac{\Gamma(x+1)}{\Gamma(x-n+1)} \]

\[ \frac{\partial \, (x)_n}{\partial x} = (x)_n\Psi(x+1) \]

\[ \frac{\partial \, (x)_n}{\partial n} = -(x)_n\Psi(n+1) \]

Definition at line 63 of file falling_factorial.hpp.

§ fdim() [1/7]

template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double stan::math::fdim ( T1  x,
T2  y 
)
inline

Return the positive difference of the specified values (C++11).

The function is defined by

fdim(x, y) = (x > y) ? (x - y) : 0.

Parameters
xFirst value.
ySecond value.
Returns
max(x- y, 0)

Definition at line 21 of file fdim.hpp.

§ fdim() [2/7]

template<typename T >
fvar<T> stan::math::fdim ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return the positive difference of the specified values (C++11).

Template Parameters
Tinner type of the fvar
Parameters
xFirst argument.
ySecond argument.
Returns
Return the differences of the arguments if it is positive and 0 otherwise.

Definition at line 21 of file fdim.hpp.

§ fdim() [3/7]

template<typename T >
fvar<T> stan::math::fdim ( const fvar< T > &  x,
double  y 
)
inline

Return the positive difference of the specified values (C++11).

Template Parameters
Tinner type of the fvar
Parameters
xFirst argument.
ySecond argument.
Returns
Return the differences of the arguments if it is positive and 0 otherwise.

Definition at line 39 of file fdim.hpp.

§ fdim() [4/7]

template<typename T >
fvar<T> stan::math::fdim ( double  x,
const fvar< T > &  y 
)
inline

Return the positive difference of the specified values (C++11).

Template Parameters
Tinner type of the fvar
Parameters
xFirst argument.
ySecond argument.
Returns
Return the differences of the arguments if it is positive and 0 otherwise.

Definition at line 57 of file fdim.hpp.

§ fdim() [5/7]

var stan::math::fdim ( const var a,
const var b 
)
inline

Return the positive difference between the first variable's the value and the second's (C99, C++11).

The function values and deriatives are defined by

\[ \mbox{fdim}(x, y) = \begin{cases} x-y & \mbox{if } x > y \\[6pt] 0 & \mbox{otherwise} \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fdim}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } x > y \\[6pt] 0 & \mbox{otherwise} \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fdim}(x, y)}{\partial y} = \begin{cases} -1 & \mbox{if } x > y \\[6pt] 0 & \mbox{otherwise} \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
The positive difference between the first and second variable.

Definition at line 91 of file fdim.hpp.

§ fdim() [6/7]

var stan::math::fdim ( double  a,
const var b 
)
inline

Return the positive difference between the first value and the value of the second variable (C99, C++11).

See fdim(var, var) for definitions of values and derivatives.

Parameters
aFirst value.
bSecond variable.
Returns
The positive difference between the first and second arguments.

Definition at line 110 of file fdim.hpp.

§ fdim() [7/7]

var stan::math::fdim ( const var a,
double  b 
)
inline

Return the positive difference between the first variable's value and the second value (C99, C++11).

See fdim(var, var) for definitions of values and derivatives.

Parameters
aFirst value.
bSecond variable.
Returns
The positive difference between the first and second arguments.

Definition at line 127 of file fdim.hpp.

§ fill() [1/3]

template<typename T , int R, int C, typename S >
void stan::math::fill ( Eigen::Matrix< T, R, C > &  x,
const S &  y 
)

Fill the specified container with the specified value.

The specified matrix is filled by element.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
SType of value.
Parameters
xContainer.
yValue.

Definition at line 25 of file fill.hpp.

§ fill() [2/3]

template<typename T , typename S >
void stan::math::fill ( T &  x,
const S &  y 
)

Fill the specified container with the specified value.

This base case simply assigns the value to the container.

Template Parameters
TType of reference container.
SType of value.
Parameters
xContainer.
yValue.

Definition at line 40 of file fill.hpp.

§ fill() [3/3]

template<typename T , typename S >
void stan::math::fill ( std::vector< T > &  x,
const S &  y 
)

Fill the specified container with the specified value.

Each container in the specified standard vector is filled recursively by calling fill.

Template Parameters
Ttype of elements in the vector
Stype of value
Parameters
[in]xContainer.
[in,out]yValue.

Definition at line 56 of file fill.hpp.

§ finite_diff_grad_hessian()

template<typename F >
void stan::math::finite_diff_grad_hessian ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::MatrixXd &  hess,
std::vector< Eigen::MatrixXd > &  grad_hess_fx,
double  epsilon = 1e-04 
)

Calculate the value and the gradient of the hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference.

The functor must implement

double operator()(const Eigen::Matrix<double, Eigen::Dynamic, 1>&)

Reference:

De Levie: An improved numerical approximation for the first derivative, page 3

4 calls to the function, f.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]hessHessian matrix
[out]grad_hess_fxgradient of Hessian of function at argument
[in]epsilonperturbation size

Definition at line 41 of file finite_diff_grad_hessian.hpp.

§ finite_diff_grad_hessian_auto()

template<typename F >
void stan::math::finite_diff_grad_hessian_auto ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::MatrixXd &  hess,
std::vector< Eigen::MatrixXd > &  grad_hess_fx 
)

Calculate the value, Hessian, and the gradient of the Hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference.

The functor must implement

double operator()(const Eigen::VectorXd&) const;

Reference for finite difference to compute gradient:


De Levie: An improved numerical approximation for the first derivative, page 3

Step size for dimension i is set automatically using stan::math::finite_diff_stepsize(H(i, j)); the nested finite differences are over entries in the Hessian.

Evaluating this function involves 6 calls to the Hessian autodiff function for each entry in the Hessian.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]hessHessian matrix
[out]grad_hess_fxgradient of Hessian of function at argument

Definition at line 44 of file finite_diff_grad_hessian_auto.hpp.

§ finite_diff_gradient()

template<typename F >
void stan::math::finite_diff_gradient ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::VectorXd &  grad_fx,
double  epsilon = 1e-03 
)

Calculate the value and the gradient of the specified function at the specified argument using finite difference.

The functor must implement

double operator()(const Eigen::Matrix<double, -1, 1>&) const;

If epsilon is chosen to be near the square root of the machine precision and the input vector elements are all roughly unit scale, and if the function has reasonable limits on variation, error should be on the order of epsilon^6.

The reference for the algorithm is:


Robert de Levie. 2009. An improved numerical approximation for the first derivative. Journal of Chemical Sciences 121(5), page 3.

Evaluating this function involves 6 calls to f for each dimension of the input.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]grad_fxGradient of function at argument
[in]epsilonperturbation size

Definition at line 43 of file finite_diff_gradient.hpp.

§ finite_diff_gradient_auto()

template<typename F >
void stan::math::finite_diff_gradient_auto ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::VectorXd &  grad_fx 
)

Calculate the value and the gradient of the specified function at the specified argument using finite difference.

The functor must implement

double operator()(const Eigen::Matrix<double, -, 1>&) const;

Error of derivative in dimension i should be on the should be on order of epsilon(i)^6, where epsilon(i) = sqrt(delta) * abs(x(i)) for input x at dimension i.

The reference for this algorithm is:


Robert de Levie. 2009. An improved numerical approximation for the first derivative. Journal of Chemical Sciences 121(5), page 3.

The reference for automatically setting the difference is this section of the Wikipedia,


Numerical differentiation: practical considerations using floating point arithmetic.

Evaluating this function involves 6 calls to the function being differentiated for each dimension in the input, plus one global evaluation. All evaluations will be for double-precision inputs.

Template Parameters
FType of function
Parameters
[in]ffunction
[in]xargument to function
[out]fxfunction applied to argument
[out]grad_fxgradient of function at argument

Definition at line 50 of file finite_diff_gradient_auto.hpp.

§ finite_diff_hessian()

template<typename F >
void stan::math::finite_diff_hessian ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::VectorXd &  grad_fx,
Eigen::MatrixXd &  hess_fx,
double  epsilon = 1e-03 
)

Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference with the specified perturbation step size.

The functor must implement double operator()(const Eigen::VectorXd&) const;

For details of the algorithm, see
Eberly, D., 2008. Derivative approximation by finite differences. Magic Software, Inc., Page 6.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]grad_fxGradient of function at argument
[out]hess_fxHessian of function at argument
[in]epsilonperturbation step size

Definition at line 36 of file finite_diff_hessian.hpp.

§ finite_diff_hessian_auto()

template<typename F >
void stan::math::finite_diff_hessian_auto ( const F &  f,
const Eigen::VectorXd &  x,
double &  fx,
Eigen::VectorXd &  grad_fx,
Eigen::MatrixXd &  hess_fx 
)

Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference, automatically setting the stepsize between the function evaluations along a dimension.

The functor must implement

double operator()(const Eigen::VectorXd&)

For details of the algorithm, see
Eberly, D., 2008. Derivative approximation by finite differences. Magic Software, Inc., Page 6.

Step size for dimension i is set automatically using stan::math::finite_diff_stepsize(x(i)).

For each non-diagonal entry in the Hessian, the function is evaluated 16 times; the diagonal entries require 4 function evaluations.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]grad_fxGradient of function at argument
[out]hess_fxHessian of function at argument

Definition at line 42 of file finite_diff_hessian_auto.hpp.

§ finite_diff_hessian_helper()

template<typename F >
double stan::math::finite_diff_hessian_helper ( const F &  f,
const Eigen::VectorXd &  x,
int  i,
double  epsilon = 1e-03 
)

Return the subcalculation required by finite_diff_hessian and finite_diff_hessian_auto.

The calculation is like a partial derivative calculation, but returns different values. The only utility of this function is as a subroutine for the two Hessians.

The functor must implement double operator()(const Eigen::VectorXd&) const;

This function evaluations the functor four times.

Template Parameters
Ftype of function
Parameters
ffunction to differentiate
xargument to function
idimension of argument for derivative
epsilonstep size for finite differences
Returns
derivative of f(x) with respect to x(i)

Definition at line 30 of file finite_diff_hessian_helper.hpp.

§ finite_diff_stepsize()

double stan::math::finite_diff_stepsize ( double  u)
inline

Return the stepsize for finite difference evaluations at the specified scalar.

The forumula used is stepsize(u) = cbrt(epsilon) * max(1, abs(u)).

Parameters
uinitial value to increment
Returns
stepsize away from u for finite differences

Definition at line 20 of file finite_diff_stepsize.hpp.

§ floor() [1/4]

template<typename T >
fvar<T> stan::math::floor ( const fvar< T > &  x)
inline

Definition at line 12 of file floor.hpp.

§ floor() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::floor ( const T &  x)
inline

Vectorized version of floor().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Greatest integer <= each value in x.

Definition at line 34 of file floor.hpp.

§ floor() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::floor ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of floor() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Greatest integer <= each value in x.

Definition at line 47 of file floor.hpp.

§ floor() [4/4]

var stan::math::floor ( const var a)
inline

Return the floor of the specified variable (cmath).

The derivative of the floor function is defined and zero everywhere but at integers, so we set these derivatives to zero for convenience,

\(\frac{d}{dx} {\lfloor x \rfloor} = 0\).

The floor function rounds down. For double values, this is the largest integral value that is not greater than the specified value. Although this function is not differentiable because it is discontinuous at integral values, its gradient is returned as zero everywhere.

\[ \mbox{floor}(x) = \begin{cases} \lfloor x \rfloor & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{floor}(x)}{\partial x} = \begin{cases} 0 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aInput variable.
Returns
Floor of the variable.

Definition at line 59 of file floor.hpp.

§ fma() [1/15]

template<typename T1 , typename T2 , typename T3 , typename = require_all_arithmetic_t<T1, T2, T3>>
double stan::math::fma ( T1  x,
T2  y,
T3  z 
)
inline

Return the product of the first two arguments plus the third argument.

Warning: This does not delegate to the high-precision platform-specific fma() implementation.

Parameters
xFirst argument.
ySecond argument.
zThird argument.
Returns
The product of the first two arguments plus the third argument.

Definition at line 25 of file fma.hpp.

§ fma() [2/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const fvar< T1 > &  x1,
const fvar< T2 > &  x2,
const fvar< T3 > &  x3 
)
inline

The fused multiply-add operation (C99).

This double-based operation delegates to fma.

The function is defined by

fma(a, b, c) = (a * b) + c.

\[ \mbox{fma}(x, y, z) = \begin{cases} x\cdot y+z & \mbox{if } -\infty\leq x, y, z \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fma}(x, y, z)}{\partial x} = \begin{cases} y & \mbox{if } -\infty\leq x, y, z \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fma}(x, y, z)}{\partial y} = \begin{cases} x & \mbox{if } -\infty\leq x, y, z \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fma}(x, y, z)}{\partial z} = \begin{cases} 1 & \mbox{if } -\infty\leq x, y, z \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
x1First value.
x2Second value.
x3Third value.
Returns
Product of the first two values plus the third.

Definition at line 59 of file fma.hpp.

§ fma() [3/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const T1 &  x1,
const fvar< T2 > &  x2,
const fvar< T3 > &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 71 of file fma.hpp.

§ fma() [4/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const fvar< T1 > &  x1,
const T2 &  x2,
const fvar< T3 > &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 81 of file fma.hpp.

§ fma() [5/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const fvar< T1 > &  x1,
const fvar< T2 > &  x2,
const T3 &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 91 of file fma.hpp.

§ fma() [6/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const T1 &  x1,
const T2 &  x2,
const fvar< T3 > &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 101 of file fma.hpp.

§ fma() [7/15]

var stan::math::fma ( const var a,
const var b,
const var c 
)
inline

The fused multiply-add function for three variables (C99).

This function returns the product of the first two arguments plus the third argument.

The partial derivatives are

\(\frac{\partial}{\partial x} (x * y) + z = y\), and

\(\frac{\partial}{\partial y} (x * y) + z = x\), and

\(\frac{\partial}{\partial z} (x * y) + z = 1\).

Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 106 of file fma.hpp.

§ fma() [8/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const fvar< T1 > &  x1,
const T2 &  x2,
const T3 &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 110 of file fma.hpp.

§ fma() [9/15]

template<typename T1 , typename T2 , typename T3 >
fvar<return_type_t<T1, T2, T3> > stan::math::fma ( const T1 &  x1,
const fvar< T2 > &  x2,
const T3 &  x3 
)
inline

See all-var input signature for details on the function and derivatives.

Definition at line 119 of file fma.hpp.

§ fma() [10/15]

template<typename Tc , typename = require_arithmetic_t<Tc>>
var stan::math::fma ( const var a,
const var b,
Tc &&  c 
)
inline

The fused multiply-add function for two variables and a value (C99).

This function returns the product of the first two arguments plus the third argument.

The partial derivatives are

\(\frac{\partial}{\partial x} (x * y) + c = y\), and

\(\frac{\partial}{\partial y} (x * y) + c = x\).

Template Parameters
Tctype of the summand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 128 of file fma.hpp.

§ fma() [11/15]

template<typename Ta , typename Tb , typename Tc , typename = require_arithmetic_t<Tb>, typename = require_all_var_t<Ta, Tc>>
var stan::math::fma ( Ta &&  a,
Tb &&  b,
Tc &&  c 
)
inline

The fused multiply-add function for a variable, value, and variable (C99).

This function returns the product of the first two arguments plus the third argument.

The partial derivatives are

\(\frac{\partial}{\partial x} (x * c) + z = c\), and

\(\frac{\partial}{\partial z} (x * c) + z = 1\).

Template Parameters
Tatype of the first multiplicand
Tbtype of the second multiplicand
Tctype of the summand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 155 of file fma.hpp.

§ fma() [12/15]

template<typename Tb , typename Tc , typename = require_all_arithmetic_t<Tb, Tc>>
var stan::math::fma ( const var a,
Tb &&  b,
Tc &&  c 
)
inline

The fused multiply-add function for a variable and two values (C99).

This function returns the product of the first two arguments plus the third argument.

The double-based version ::fma(double, double, double) is defined in <cmath>.

The derivative is

\(\frac{d}{d x} (x * c) + d = c\).

Template Parameters
Tbtype of the second multiplicand
Tctype of the summand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 181 of file fma.hpp.

§ fma() [13/15]

template<typename Ta , typename Tc , typename = require_all_arithmetic_t<Ta, Tc>>
var stan::math::fma ( Ta &&  a,
const var b,
Tc &&  c 
)
inline

The fused multiply-add function for a value, variable, and value (C99).

This function returns the product of the first two arguments plus the third argument.

The derivative is

\(\frac{d}{d y} (c * y) + d = c\), and

Template Parameters
Tatype of the first multiplicand
Tctype of the summand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 203 of file fma.hpp.

§ fma() [14/15]

template<typename Ta , typename Tb , typename = require_all_arithmetic_t<Ta, Tb>>
var stan::math::fma ( Ta &&  a,
Tb &&  b,
const var c 
)
inline

The fused multiply-add function for two values and a variable, and value (C99).

This function returns the product of the first two arguments plus the third argument.

The derivative is

\(\frac{\partial}{\partial z} (c * d) + z = 1\).

Template Parameters
Tatype of the first multiplicand
Tbtype of the second multiplicand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 225 of file fma.hpp.

§ fma() [15/15]

template<typename Ta , typename = require_arithmetic_t<Ta>>
var stan::math::fma ( Ta &&  a,
const var b,
const var c 
)
inline

The fused multiply-add function for a value and two variables (C99).

This function returns the product of the first two arguments plus the third argument.

The partial derivaties are

\(\frac{\partial}{\partial y} (c * y) + z = c\), and

\(\frac{\partial}{\partial z} (c * y) + z = 1\).

Template Parameters
Tatype of the first multiplicand
Parameters
aFirst multiplicand.
bSecond multiplicand.
cSummand.
Returns
Product of the multiplicands plus the summand, ($a * $b) + $c.

Definition at line 247 of file fma.hpp.

§ fmax() [1/7]

template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double stan::math::fmax ( T1  x,
T2  y 
)
inline

Return the greater of the two specified arguments.

If one is not-a-number, return the other.

Parameters
xFirst argument.
ySecond argument.
Returns
maximum of x or y and if one is NaN return the other

Definition at line 19 of file fmax.hpp.

§ fmax() [2/7]

template<typename T >
fvar<T> stan::math::fmax ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return the greater of the two specified arguments.

If one is not-a-number, return the other.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
maximum of arguments, and if one is NaN return the other

Definition at line 23 of file fmax.hpp.

§ fmax() [3/7]

template<typename T >
fvar<T> stan::math::fmax ( double  x1,
const fvar< T > &  x2 
)
inline

Return the greater of the two specified arguments.

If one is not-a-number, return the other.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
maximum of arguments, and if one is NaN return the other

Definition at line 51 of file fmax.hpp.

§ fmax() [4/7]

var stan::math::fmax ( const var a,
const var b 
)
inline

Returns the maximum of the two variable arguments (C99).

No new variable implementations are created, with this function defined as if by

fmax(a, b) = a if a's value is greater than b's, and .

fmax(a, b) = b if b's value is greater than or equal to a's.

\[ \mbox{fmax}(x, y) = \begin{cases} x & \mbox{if } x \geq y \\ y & \mbox{if } x < y \\[6pt] x & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ y & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmax}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } x \geq y \\ 0 & \mbox{if } x < y \\[6pt] 1 & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ 0 & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmax}(x, y)}{\partial y} = \begin{cases} 0 & \mbox{if } x \geq y \\ 1 & \mbox{if } x < y \\[6pt] 0 & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ 1 & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
If the first variable's value is larger than the second's, the first variable, otherwise the second variable.

Definition at line 61 of file fmax.hpp.

§ fmax() [5/7]

template<typename T >
fvar<T> stan::math::fmax ( const fvar< T > &  x1,
double  x2 
)
inline

Return the greater of the two specified arguments.

If one is not-a-number, return the other.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
maximum of arguments, and if one is NaN return the other

Definition at line 79 of file fmax.hpp.

§ fmax() [6/7]

var stan::math::fmax ( const var a,
double  b 
)
inline

Returns the maximum of the variable and scalar, promoting the scalar to a variable if it is larger (C99).

For fmax(a, b), if a's value is greater than b, then a is returned, otherwise a fesh variable implementation wrapping the value b is returned.

Parameters
aFirst variable.
bSecond value
Returns
If the first variable's value is larger than or equal to the second value, the first variable, otherwise the second value promoted to a fresh variable.

Definition at line 89 of file fmax.hpp.

§ fmax() [7/7]

var stan::math::fmax ( double  a,
const var b 
)
inline

Returns the maximum of a scalar and variable, promoting the scalar to a variable if it is larger (C99).

For fmax(a, b), if a is greater than b's value, then a fresh variable implementation wrapping a is returned, otherwise b is returned.

Parameters
aFirst value.
bSecond variable.
Returns
If the first value is larger than the second variable's value, return the first value promoted to a variable, otherwise return the second variable.

Definition at line 116 of file fmax.hpp.

§ fmin() [1/7]

template<typename T >
fvar<T> stan::math::fmin ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 14 of file fmin.hpp.

§ fmin() [2/7]

template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double stan::math::fmin ( T1  x,
T2  y 
)
inline

Return the lesser of the two specified arguments.

If one is greater than the other, return not-a-number.

Parameters
xFirst argument.
ySecond argument.
Returns
Minimum of x or y and if one is NaN return the other

Definition at line 19 of file fmin.hpp.

§ fmin() [3/7]

template<typename T >
fvar<T> stan::math::fmin ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 33 of file fmin.hpp.

§ fmin() [4/7]

template<typename T >
fvar<T> stan::math::fmin ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 52 of file fmin.hpp.

§ fmin() [5/7]

var stan::math::fmin ( const var a,
const var b 
)
inline

Returns the minimum of the two variable arguments (C99).

For fmin(a, b), if a's value is less than b's, then a is returned, otherwise b is returned.

\[ \mbox{fmin}(x, y) = \begin{cases} x & \mbox{if } x \leq y \\ y & \mbox{if } x > y \\[6pt] x & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ y & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmin}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } x \leq y \\ 0 & \mbox{if } x > y \\[6pt] 1 & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ 0 & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmin}(x, y)}{\partial y} = \begin{cases} 0 & \mbox{if } x \leq y \\ 1 & \mbox{if } x > y \\[6pt] 0 & \mbox{if } -\infty\leq x\leq \infty, y = \textrm{NaN}\\ 1 & \mbox{if } -\infty\leq y\leq \infty, x = \textrm{NaN}\\ \textrm{NaN} & \mbox{if } x, y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
If the first variable's value is smaller than the second's, the first variable, otherwise the second variable.

Definition at line 57 of file fmin.hpp.

§ fmin() [6/7]

var stan::math::fmin ( const var a,
double  b 
)
inline

Returns the minimum of the variable and scalar, promoting the scalar to a variable if it is larger (C99).

For fmin(a, b), if a's value is less than or equal to b, then a is returned, otherwise a fresh variable wrapping b is returned.

Parameters
aFirst variable.
bSecond value
Returns
If the first variable's value is less than or equal to the second value, the first variable, otherwise the second value promoted to a fresh variable.

Definition at line 85 of file fmin.hpp.

§ fmin() [7/7]

var stan::math::fmin ( double  a,
const var b 
)
inline

Returns the minimum of a scalar and variable, promoting the scalar to a variable if it is larger (C99).

For fmin(a, b), if a is less than b's value, then a fresh variable implementation wrapping a is returned, otherwise b is returned.

Parameters
aFirst value.
bSecond variable.
Returns
If the first value is smaller than the second variable's value, return the first value promoted to a variable, otherwise return the second variable.

Definition at line 112 of file fmin.hpp.

§ fmod() [1/6]

template<typename T >
fvar<T> stan::math::fmod ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 15 of file fmod.hpp.

§ fmod() [2/6]

template<typename T >
fvar<T> stan::math::fmod ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 23 of file fmod.hpp.

§ fmod() [3/6]

template<typename T >
fvar<T> stan::math::fmod ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 33 of file fmod.hpp.

§ fmod() [4/6]

var stan::math::fmod ( const var a,
const var b 
)
inline

Return the floating point remainder after dividing the first variable by the second (cmath).

The partial derivatives with respect to the variables are defined everywhere but where \(x = y\), but we set these to match other values, with

\(\frac{\partial}{\partial x} \mbox{fmod}(x, y) = 1\), and

\(\frac{\partial}{\partial y} \mbox{fmod}(x, y) = -\lfloor \frac{x}{y} \rfloor\).

\[ \mbox{fmod}(x, y) = \begin{cases} x - \lfloor \frac{x}{y}\rfloor y & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmod}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } -\infty\leq x, y\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{fmod}(x, y)}{\partial y} = \begin{cases} -\lfloor \frac{x}{y}\rfloor & \mbox{if } -\infty\leq x, y\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
Floating pointer remainder of dividing the first variable by the second.

Definition at line 100 of file fmod.hpp.

§ fmod() [5/6]

var stan::math::fmod ( const var a,
double  b 
)
inline

Return the floating point remainder after dividing the the first variable by the second scalar (cmath).

The derivative with respect to the variable is

\(\frac{d}{d x} \mbox{fmod}(x, c) = \frac{1}{c}\).

Parameters
aFirst variable.
bSecond scalar.
Returns
Floating pointer remainder of dividing the first variable by the second scalar.

Definition at line 117 of file fmod.hpp.

§ fmod() [6/6]

var stan::math::fmod ( double  a,
const var b 
)
inline

Return the floating point remainder after dividing the first scalar by the second variable (cmath).

The derivative with respect to the variable is

\(\frac{d}{d y} \mbox{fmod}(c, y) = -\lfloor \frac{c}{y} \rfloor\).

Parameters
aFirst scalar.
bSecond variable.
Returns
Floating pointer remainder of dividing first scalar by the second variable.

Definition at line 134 of file fmod.hpp.

§ forward_as()

template<typename T_desired , typename T_actual , typename = std::enable_if_t< !std::is_convertible<T_actual, T_desired>::value || static_cast<int>(T_desired::RowsAtCompileTime) != static_cast<int>(T_actual::RowsAtCompileTime) || static_cast<int>(T_desired::ColsAtCompileTime) != static_cast<int>(T_actual::ColsAtCompileTime)>, typename = void>
T_desired stan::math::forward_as ( const T_actual &  a)
inline

Assume which type we get.

If actual type is not convertible to assumed type or in case of eigen types compile time rows and columns are not the same this has return type of T_desired, but it only throws. This version should only be used where it is optimized away so the throw should never happen.

This is intended to be used in compile time branches that would otherwise trigger compile error even though they are never executed.

Template Parameters
T_desiredtype of output we need to avoid compile time errors
T_actualactual type of the argument
Parameters
ainput value
Returns
nothing, this always throws
Exceptions
alwaysthrows std::runtime_error

Definition at line 105 of file forward_as.hpp.

§ frechet_cdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::frechet_cdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)

Definition at line 19 of file frechet_cdf.hpp.

§ frechet_lccdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::frechet_lccdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)

Definition at line 19 of file frechet_lccdf.hpp.

§ frechet_lcdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::frechet_lcdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)

Definition at line 19 of file frechet_lcdf.hpp.

§ frechet_lpdf() [1/2]

template<bool propto, typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::frechet_lpdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)

Definition at line 21 of file frechet_lpdf.hpp.

§ frechet_lpdf() [2/2]

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::frechet_lpdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)
inline

Definition at line 126 of file frechet_lpdf.hpp.

§ from_matrix_cl()

template<int R = Eigen::Dynamic, int C = Eigen::Dynamic, typename T , require_var_t< T > ...>
Eigen::Matrix<double, R, C> stan::math::from_matrix_cl ( const matrix_cl< T > &  src)
inline

Copies the adjoint of the source matrix of vars that is stored on the OpenCL device to the destination Eigen matrix.

Parameters
srcsource matrix of vars on the OpenCL device
Returns
Eigen matrix with a copy of the adjoints in the source matrix

Definition at line 54 of file copy.hpp.

§ gamma_lccdf()

template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t<T_y, T_shape, T_inv_scale> stan::math::gamma_lccdf ( const T_y &  y,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 19 of file gamma_lccdf.hpp.

§ gamma_lcdf()

template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t<T_y, T_shape, T_inv_scale> stan::math::gamma_lcdf ( const T_y &  y,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 19 of file gamma_lcdf.hpp.

§ gamma_lpdf()

template<typename T_y , typename T_shape , typename T_inv_scale >
return_type_t<T_y, T_shape, T_inv_scale> stan::math::gamma_lpdf ( const T_y &  y,
const T_shape &  alpha,
const T_inv_scale &  beta 
)
inline

Definition at line 145 of file gamma_lpdf.hpp.

§ gamma_p() [1/7]

template<typename T >
fvar<T> stan::math::gamma_p ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 16 of file gamma_p.hpp.

§ gamma_p() [2/7]

template<typename T >
fvar<T> stan::math::gamma_p ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 35 of file gamma_p.hpp.

§ gamma_p() [3/7]

template<typename T >
fvar<T> stan::math::gamma_p ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 50 of file gamma_p.hpp.

§ gamma_p() [4/7]

double stan::math::gamma_p ( double  z,
double  a 
)
inline

Return the value of the normalized, lower-incomplete gamma function applied to the specified argument.

This function is defined, including error conditions, as follows

\[ \mbox{gamma\_p}(a, z) = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ P(a, z) & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_p}(a, z)}{\partial a} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, P(a, z)}{\partial a} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_p}(a, z)}{\partial z} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, P(a, z)}{\partial z} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ P(a, z)=\frac{1}{\Gamma(a)}\int_0^zt^{a-1}e^{-t}dt \]

\[ \frac{\partial \, P(a, z)}{\partial a} = -\frac{\Psi(a)}{\Gamma^2(a)}\int_0^zt^{a-1}e^{-t}dt + \frac{1}{\Gamma(a)}\int_0^z (a-1)t^{a-2}e^{-t}dt \]

\[ \frac{\partial \, P(a, z)}{\partial z} = \frac{z^{a-1}e^{-z}}{\Gamma(a)} \]

Parameters
zfirst argument
asecond argument
Returns
value of the normalized, lower-incomplete gamma function applied to z and a
Exceptions
std::domain_errorif either argument is not positive or if z is at a pole of the function

Definition at line 66 of file gamma_p.hpp.

§ gamma_p() [5/7]

var stan::math::gamma_p ( const var a,
const var b 
)
inline

Definition at line 102 of file gamma_p.hpp.

§ gamma_p() [6/7]

var stan::math::gamma_p ( const var a,
double  b 
)
inline

Definition at line 106 of file gamma_p.hpp.

§ gamma_p() [7/7]

var stan::math::gamma_p ( double  a,
const var b 
)
inline

Definition at line 110 of file gamma_p.hpp.

§ gamma_q() [1/7]

template<typename T >
fvar<T> stan::math::gamma_q ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 14 of file gamma_q.hpp.

§ gamma_q() [2/7]

template<typename T >
fvar<T> stan::math::gamma_q ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 46 of file gamma_q.hpp.

§ gamma_q() [3/7]

var stan::math::gamma_q ( const var a,
const var b 
)
inline

Definition at line 50 of file gamma_q.hpp.

§ gamma_q() [4/7]

double stan::math::gamma_q ( double  x,
double  a 
)
inline

\[ \mbox{gamma\_q}(a, z) = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ Q(a, z) & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_q}(a, z)}{\partial a} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, Q(a, z)}{\partial a} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{gamma\_q}(a, z)}{\partial z} = \begin{cases} \textrm{error} & \mbox{if } a\leq 0 \textrm{ or } z < 0\\ \frac{\partial\, Q(a, z)}{\partial z} & \mbox{if } a > 0, z \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } a = \textrm{NaN or } z = \textrm{NaN} \end{cases} \]

\[ Q(a, z)=\frac{1}{\Gamma(a)}\int_z^\infty t^{a-1}e^{-t}dt \]

\[ \frac{\partial \, Q(a, z)}{\partial a} = -\frac{\Psi(a)}{\Gamma^2(a)}\int_z^\infty t^{a-1}e^{-t}dt + \frac{1}{\Gamma(a)}\int_z^\infty (a-1)t^{a-2}e^{-t}dt \]

\[ \frac{\partial \, Q(a, z)}{\partial z} = -\frac{z^{a-1}e^{-z}}{\Gamma(a)} \]

Exceptions
domain_errorif x is at pole

Definition at line 54 of file gamma_q.hpp.

§ gamma_q() [5/7]

var stan::math::gamma_q ( const var a,
double  b 
)
inline

Definition at line 54 of file gamma_q.hpp.

§ gamma_q() [6/7]

var stan::math::gamma_q ( double  a,
const var b 
)
inline

Definition at line 58 of file gamma_q.hpp.

§ gamma_q() [7/7]

template<typename T >
fvar<T> stan::math::gamma_q ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 77 of file gamma_q.hpp.

§ gaussian_dlm_obs_lpdf() [1/2]

template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t<T_y, return_type_t<T_F, T_G, T_V, T_W, T_m0, T_C0> > stan::math::gaussian_dlm_obs_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &  F,
const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &  G,
const Eigen::Matrix< T_V, Eigen::Dynamic, Eigen::Dynamic > &  V,
const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &  W,
const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &  m0,
const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &  C0 
)
inline

Definition at line 154 of file gaussian_dlm_obs_lpdf.hpp.

§ gaussian_dlm_obs_lpdf() [2/2]

template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t<T_y, return_type_t<T_F, T_G, T_V, T_W, T_m0, T_C0> > stan::math::gaussian_dlm_obs_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_F, Eigen::Dynamic, Eigen::Dynamic > &  F,
const Eigen::Matrix< T_G, Eigen::Dynamic, Eigen::Dynamic > &  G,
const Eigen::Matrix< T_V, Eigen::Dynamic, 1 > &  V,
const Eigen::Matrix< T_W, Eigen::Dynamic, Eigen::Dynamic > &  W,
const Eigen::Matrix< T_m0, Eigen::Dynamic, 1 > &  m0,
const Eigen::Matrix< T_C0, Eigen::Dynamic, Eigen::Dynamic > &  C0 
)
inline

Definition at line 302 of file gaussian_dlm_obs_lpdf.hpp.

§ gaussian_dlm_obs_rng()

template<class RNG >
Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> stan::math::gaussian_dlm_obs_rng ( const Eigen::MatrixXd &  F,
const Eigen::MatrixXd &  G,
const Eigen::VectorXd &  V,
const Eigen::MatrixXd &  W,
const Eigen::VectorXd &  m0,
const Eigen::MatrixXd &  C0,
const int  T,
RNG &  rng 
)
inline

Definition at line 177 of file gaussian_dlm_obs_rng.hpp.

§ get_base1() [1/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< T > &  x,
size_t  i,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
iIndex into vector plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at i - 1
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 27 of file get_base1.hpp.

§ get_base1() [2/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< T > > &  x,
size_t  i1,
size_t  i2,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 50 of file get_base1.hpp.

§ get_base1() [3/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< T > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 74 of file get_base1.hpp.

§ get_base1() [4/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< std::vector< T > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 100 of file get_base1.hpp.

§ get_base1() [5/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 128 of file get_base1.hpp.

§ get_base1() [6/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 158 of file get_base1.hpp.

§ get_base1() [7/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
size_t  i7,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
i7Seventh index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 189 of file get_base1.hpp.

§ get_base1() [8/12]

template<typename T >
const T& stan::math::get_base1 ( const std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
size_t  i7,
size_t  i8,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
i7Seventh index plus 1.
i8Eigth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 221 of file get_base1.hpp.

§ get_base1() [9/12]

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::get_base1 ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x,
size_t  m,
const char *  error_msg,
size_t  idx 
)
inline

Return a copy of the row of the specified vector at the specified base-one row index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Warning: Because a copy is involved, it is inefficient to access element of matrices by first using this method to get a row then using a second call to get the value at a specified column.

Template Parameters
Ttype of value
Parameters
xMatrix from which to get a row
mIndex into matrix plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Row of matrix at i - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 251 of file get_base1.hpp.

§ get_base1() [10/12]

template<typename T >
const T& stan::math::get_base1 ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x,
size_t  m,
size_t  n,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified matrix at the specified base-one row and column indexes.

If either index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xMatrix from which to get a row
mRow index plus 1.
nColumn index plus 1.
error_msgError message if either index is out of range.
idxNested index level to report in error message if either index is out of range.
Returns
Value of matrix at row m - 1 and column n - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 276 of file get_base1.hpp.

§ get_base1() [11/12]

template<typename T >
const T& stan::math::get_base1 ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
size_t  m,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified column vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xColumn vector from which to get a value.
mRow index plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of column vector at row m - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 300 of file get_base1.hpp.

§ get_base1() [12/12]

template<typename T >
const T& stan::math::get_base1 ( const Eigen::Matrix< T, 1, Eigen::Dynamic > &  x,
size_t  n,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified row vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xRow vector from which to get a value.
nColumn index plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of row vector at column n - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 322 of file get_base1.hpp.

§ get_base1_lhs() [1/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< T > &  x,
size_t  i,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
iIndex into vector plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at i - 1
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 27 of file get_base1_lhs.hpp.

§ get_base1_lhs() [2/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< T > > &  x,
size_t  i1,
size_t  i2,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 50 of file get_base1_lhs.hpp.

§ get_base1_lhs() [3/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< T > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 74 of file get_base1_lhs.hpp.

§ get_base1_lhs() [4/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< std::vector< T > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 100 of file get_base1_lhs.hpp.

§ get_base1_lhs() [5/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 127 of file get_base1_lhs.hpp.

§ get_base1_lhs() [6/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 156 of file get_base1_lhs.hpp.

§ get_base1_lhs() [7/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
size_t  i7,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
i7Seventh index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 187 of file get_base1_lhs.hpp.

§ get_base1_lhs() [8/12]

template<typename T >
T& stan::math::get_base1_lhs ( std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< std::vector< T > > > > > > > > &  x,
size_t  i1,
size_t  i2,
size_t  i3,
size_t  i4,
size_t  i5,
size_t  i6,
size_t  i7,
size_t  i8,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified vector at the specified base-one indexes.

If an index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xVector from which to get a value.
i1First index plus 1.
i2Second index plus 1.
i3Third index plus 1.
i4Fourth index plus 1.
i5Fifth index plus 1.
i6Sixth index plus 1.
i7Seventh index plus 1.
i8Eigth index plus 1.
error_msgError message if an index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of vector at indexes.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 219 of file get_base1_lhs.hpp.

§ get_base1_lhs() [9/12]

template<typename T >
Eigen::Block<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> > stan::math::get_base1_lhs ( Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x,
size_t  m,
const char *  error_msg,
size_t  idx 
)
inline

Return a copy of the row of the specified vector at the specified base-one row index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Warning: Because a copy is involved, it is inefficient to access element of matrices by first using this method to get a row then using a second call to get the value at a specified column.

Template Parameters
Ttype of value
Parameters
xMatrix from which to get a row
mIndex into matrix plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Row of matrix at i - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 251 of file get_base1_lhs.hpp.

§ get_base1_lhs() [10/12]

template<typename T >
T& stan::math::get_base1_lhs ( Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x,
size_t  m,
size_t  n,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified matrix at the specified base-one row and column indexes.

If either index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xMatrix from which to get a row
mRow index plus 1.
nColumn index plus 1.
error_msgError message if either index is out of range.
idxNested index level to report in error message if either index is out of range.
Returns
Value of matrix at row m - 1 and column n - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 275 of file get_base1_lhs.hpp.

§ get_base1_lhs() [11/12]

template<typename T >
T& stan::math::get_base1_lhs ( Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
size_t  m,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified column vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xColumn vector from which to get a value.
mRow index plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of column vector at row m - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 298 of file get_base1_lhs.hpp.

§ get_base1_lhs() [12/12]

template<typename T >
T& stan::math::get_base1_lhs ( Eigen::Matrix< T, 1, Eigen::Dynamic > &  x,
size_t  n,
const char *  error_msg,
size_t  idx 
)
inline

Return a reference to the value of the specified row vector at the specified base-one index.

If the index is out of range, throw a std::out_of_range exception with the specified error message and index indicated.

Template Parameters
Ttype of value
Parameters
xRow vector from which to get a value.
nColumn index plus 1.
error_msgError message if the index is out of range.
idxNested index level to report in error message if the index is out of range.
Returns
Value of row vector at column n - 1.
Exceptions
std::out_of_rangeif idx is out of range.

Definition at line 320 of file get_base1_lhs.hpp.

§ get_lp()

template<typename T_lp , typename T_lp_accum >
return_type_t<T_lp, T_lp_accum> stan::math::get_lp ( const T_lp &  lp,
const accumulator< T_lp_accum > &  lp_accum 
)
inline

Definition at line 10 of file get_lp.hpp.

§ gp_dot_prod_cov() [1/4]

template<typename T_x , typename T_sigma >
Eigen::Matrix<return_type_t<T_x, T_sigma>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_dot_prod_cov ( const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &  x,
const T_sigma &  sigma 
)

Returns a dot product covariance matrix.

A member of Stan's Gaussian Process Library.

\(k(x,x') = \sigma^2 + x \cdot x'\)

A dot product covariance matrix is the same covariance matrix as in bayesian regression with \(N(0,1)\) priors on regression coefficients and a \(N(0,\sigma^2)\) prior on the constant function. See Rasmussen and Williams et al 2006, Chapter 4.

Template Parameters
T_xtype of std::vector of elements
T_sigmatype of sigma
Parameters
xstd::vector of elements that can be used in dot product. This function assumes each element of x is the same size.
sigmaconstant function that can be used in stan::math::square
Returns
dot product covariance matrix that is positive semi-definite
Exceptions
std::domain_errorif sigma < 0, nan, inf or x is nan or infinite

Definition at line 38 of file gp_dot_prod_cov.hpp.

§ gp_dot_prod_cov() [2/4]

template<typename T_x , typename T_sigma >
Eigen::Matrix<return_type_t<T_x, T_sigma>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_dot_prod_cov ( const std::vector< T_x > &  x,
const T_sigma &  sigma 
)

Returns a dot product covariance matrix.

A member of Stan's Gaussian Process Library.

\(k(x,x') = \sigma^2 + x \cdot x'\)

A dot product covariance matrix is the same covariance matrix as in bayesian regression with \(N(0,1)\) priors on regression coefficients and a \(N(0,\sigma^2)\) prior on the constant function. See Rasmussen and Williams et al 2006, Chapter 4.

Template Parameters
T_xtype of std::vector of double
T_sigmatype of sigma
Parameters
xstd::vector of elements that can be used in transpose and multiply This function assumes each element of x is the same size.
sigmaconstant function that can be used in stan::math::square
Returns
dot product covariance matrix that is positive semi-definite
Exceptions
std::domain_errorif sigma < 0, nan, inf or x is nan or infinite

Definition at line 93 of file gp_dot_prod_cov.hpp.

§ gp_dot_prod_cov() [3/4]

template<typename T_x1 , typename T_x2 , typename T_sigma >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_dot_prod_cov ( const std::vector< Eigen::Matrix< T_x1, Eigen::Dynamic, 1 >> &  x1,
const std::vector< Eigen::Matrix< T_x2, Eigen::Dynamic, 1 >> &  x2,
const T_sigma &  sigma 
)

Returns a dot product covariance matrix of differing x's.

A member of Stan's Gaussian Process Library.

\(k(x,x') = \sigma^2 + x \cdot x'\)

A dot product covariance matrix is the same covariance matrix as in bayesian regression with \(N(0,1)\) priors on regression coefficients and a \(N(0,\sigma^2)\) prior on the constant function. See Rasmussen and Williams et al 2006, Chapter 4.

Template Parameters
T_x1type of first std::vector of elements
T_x2type of second std::vector of elements
T_sigmatype of sigma
Parameters
x1std::vector of elements that can be used in dot_product
x2std::vector of elements that can be used in dot_product
sigmaconstant function that can be used in stan::math::square
Returns
dot product covariance matrix that is not always symmetric
Exceptions
std::domain_errorif sigma < 0, nan or inf or if x1 or x2 are nan or inf

Definition at line 146 of file gp_dot_prod_cov.hpp.

§ gp_dot_prod_cov() [4/4]

template<typename T_x1 , typename T_x2 , typename T_sigma >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_dot_prod_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_sigma &  sigma 
)

Returns a dot product covariance matrix of differing x's.

A member of Stan's Gaussian Process Library.

\(k(x,x') = \sigma^2 + x \cdot x'\)

A dot product covariance matrix is the same covariance matrix as in bayesian regression with \(N(0,1)\) priors on regression coefficients and a \(N(0,\sigma^2)\) prior on the constant function. See Rasmussen and Williams et al 2006, Chapter 4.

Template Parameters
T_x1type of first std::vector of double
T_x2type of second std::vector of double
T_sigmatype of sigma
Parameters
x1std::vector of elements that can be used in dot_product
x2std::vector of elements that can be used in dot_product
sigmais the constant function that can be used in stan::math::square
Returns
dot product covariance matrix that is not always symmetric
Exceptions
std::domain_errorif sigma < 0, nan or inf or if x1 or x2 are nan or inf

Definition at line 206 of file gp_dot_prod_cov.hpp.

§ gp_exp_quad_cov() [1/12]

template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exp_quad_cov ( const std::vector< T_x > &  x,
const T_sigma &  sigma,
const T_l &  length_scale 
)
inline

Returns a squared exponential kernel.

Template Parameters
T_xtype for each scalar
T_sigmatype of parameter sigma
T_ltype of parameter length scale
Parameters
xstd::vector of scalars that can be used in square distance. This function assumes each element of x is the same size.
sigmamarginal standard deviation or magnitude
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 175 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [2/12]

template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix<var, -1, -1> stan::math::gp_exp_quad_cov ( const std::vector< T_x > &  x,
const var sigma,
const var length_scale 
)
inline

Returns a squared exponential kernel.

Template Parameters
T_xtype of elements in the vector
Parameters
xstd::vector input that can be used in square distance Assumes each element of x is the same size
sigmastandard deviation
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 213 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [3/12]

template<typename T_x , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exp_quad_cov ( const std::vector< Eigen::Matrix< T_x, -1, 1 >> &  x,
const T_sigma &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a squared exponential kernel.

Template Parameters
T_xtype for each scalar
T_sigmatype of parameter sigma
T_ltype of each length scale parameter
Parameters
xstd::vector of Eigen vectors of scalars.
sigmamarginal standard deviation or magnitude
length_scalestd::vector length scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 215 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [4/12]

template<typename T_x , typename = require_arithmetic_t<typename scalar_type<T_x>::type>>
Eigen::Matrix<var, -1, -1> stan::math::gp_exp_quad_cov ( const std::vector< T_x > &  x,
double  sigma,
const var length_scale 
)
inline

Returns a squared exponential kernel.

Template Parameters
T_xtype of elements in the vector
Parameters
xstd::vector input that can be used in square distance Assumes each element of x is the same size
sigmastandard deviation
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 258 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [5/12]

template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exp_quad_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_sigma &  sigma,
const T_l &  length_scale 
)
inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute posterior predictive density.

Template Parameters
T_x1type of first std::vector of scalars
T_x2type of second std::vector of scalars This function assumes each element of x1 and x2 are the same size.
T_sigmatype of sigma
T_ltype of of length scale
Parameters
x1std::vector of elements that can be used in square distance
x2std::vector of elements that can be used in square distance
sigmastandard deviation
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 258 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [6/12]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exp_quad_cov ( const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &  x1,
const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &  x2,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute the posterior predictive density.

Template Parameters
T_x1type of first std::vector of elements
T_x2type of second std::vector of elements
T_stype of sigma
T_ltype of length scale
Parameters
x1std::vector of Eigen vectors of scalars.
x2std::vector of Eigen vectors of scalars.
sigmastandard deviation
length_scalestd::vector of length scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 307 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [7/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< double > &  x,
const double &  sigma,
const double &  length_scale 
)
inline

Returns a squared exponential kernel.

Parameters
xstd::vector of scalars that can be used in square distance.
sigmamarginal standard deviation or magnitude
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 353 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [8/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< Eigen::VectorXd > &  x,
const double &  sigma,
const double &  length_scale 
)
inline

Returns a squared exponential kernel.

Parameters
xstd::vector of scalars that can be used in square distance. This function assumes each element of x is the same size.
sigmamarginal standard deviation or magnitude
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 396 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [9/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< Eigen::VectorXd > &  x,
const double &  sigma,
const std::vector< double > &  length_scale 
)
inline

Returns a squared exponential kernel.

Parameters
xstd::vector of Eigen vectors of scalars.
sigmamarginal standard deviation or magnitude
length_scalestd::vector length scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 440 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [10/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< double > &  x1,
const std::vector< double > &  x2,
const double &  sigma,
const double &  length_scale 
)
inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute posterior predictive density.

Parameters
x1std::vector of elements that can be used in square distance
x2std::vector of elements that can be used in square distance
sigmastandard deviation
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 487 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [11/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< Eigen::VectorXd > &  x1,
const std::vector< Eigen::VectorXd > &  x2,
const double &  sigma,
const double &  length_scale 
)
inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute posterior predictive density.

Parameters
x1std::vector of elements that can be used in square distance
x2std::vector of elements that can be used in square distance This function assumes each element of x1 and x2 are the same size.
sigmastandard deviation
length_scalelength scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 538 of file gp_exp_quad_cov.hpp.

§ gp_exp_quad_cov() [12/12]

template<>
Eigen::MatrixXd stan::math::gp_exp_quad_cov ( const std::vector< Eigen::VectorXd > &  x1,
const std::vector< Eigen::VectorXd > &  x2,
const double &  sigma,
const std::vector< double > &  length_scale 
)
inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute the posterior predictive density.

Parameters
x1std::vector of Eigen vectors of scalars.
x2std::vector of Eigen vectors of scalars.
sigmastandard deviation
length_scalestd::vector of length scale
Returns
squared distance
Exceptions
std::domain_errorif sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 594 of file gp_exp_quad_cov.hpp.

§ gp_exponential_cov() [1/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exponential_cov ( const std::vector< T_x > &  x,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern exponential covariance Matrix.

\[ k(x, x') = \sigma^2 exp(-\frac{d(x, x')^2}{2l^2}) \]

where d(x, x') is the Euclidean distance.

Template Parameters
T_xtype for each scalar
T_stype of parameter sigma
T_ltype of parameter length scale
Parameters
xstd::vector of scalars that can be used in stan::math::distance
sigmastandard deviation or magnitude
length_scalelength scale
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 36 of file gp_exponential_cov.hpp.

§ gp_exponential_cov() [2/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exponential_cov ( const std::vector< Eigen::Matrix< T_x, -1, 1 >> &  x,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern exponential covariance matrix.

\[ k(x, x') = \sigma^2 exp(-\sum_{k=1}^K\frac{d(x, x')}{l_k}) \]

where d(x, x') is the Euclidean distance.

Template Parameters
T_xtype for each scalar
T_stype for each parameter sigma
T_ltype for each length scale parameter
Parameters
xstd::vector of Eigen::vectors of scalars
sigmastandard deviation that can be used in stan::math::square
length_scalestd::vector of length scales
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 94 of file gp_exponential_cov.hpp.

§ gp_exponential_cov() [3/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exponential_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern exponential cross covariance matrix.

\[ k(x, x') = \sigma^2 exp(-\frac{d(x, x')}{l}) \]

where d(x, x') is the Euclidean distance This function is for the cross covariance matrix needed to compute the posterior predictive distribution

Template Parameters
T_x1first type of scalars contained in vector x1
T_x2second type of scalars contained in vector x2
T_stype of parameter sigma, marginal standard deviation
T_ltype of parameter length scale
Parameters
x1std::vector of scalars that can be used in squared_distance
x2std::vector of scalars that can be used in squared_distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x1, x2 are nan or inf

Definition at line 156 of file gp_exponential_cov.hpp.

§ gp_exponential_cov() [4/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_exponential_cov ( const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &  x1,
const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &  x2,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern exponential cross covariance matrix.

\[ k(x, x') = \sigma^2 exp(-\sum_{k=1}^K\frac{d(x, x')}{l_k}) \]

where \(d(x, x')\) is the Euclidean distance

This function is for the cross covariance matrix neededed to compute the posterior predictive density.

Template Parameters
T_x1first type of std::vector of scalars
T_x2second type of std::vector of scalars
T_stype of parameter sigma, marginal standard deviation
T_ltype of parameter length scale
Parameters
x1std::vector of Eigen vectors of scalars
x2std::vector of Eigen vectors of scalars
length_scaleparameter length scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x1, x2 are nan or inf

Definition at line 225 of file gp_exponential_cov.hpp.

§ gp_matern32_cov() [1/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern32_cov ( const std::vector< T_x > &  x,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern 3/2 covariance matrix.

\[ k(x, x') = \sigma^2(1 + \frac{\sqrt{3}d(x, x')}{l})exp(-\frac{\sqrt{3}d(x, x')}{l}) \]

where \( d(x, x') \) is the Euclidean distance.

Template Parameters
T_xtype for each scalar
T_stype of parameter of sigma
T_ltype of parameter length scale
Parameters
xstd::vector of scalars that can be used in squared distance
length_scalelength scale
sigmamarginal standard deviation or magnitude
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 39 of file gp_matern32_cov.hpp.

§ gp_matern32_cov() [2/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern32_cov ( const std::vector< Eigen::Matrix< T_x, -1, 1 >> &  x,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern 3/2 covariance matrix.

\[ k(x, x') = \sigma^2(1 + \sqrt{3} \sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}) exp(-\sqrt{3}\sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}) \]

where \(d(x, x')\) is the Euclidean distance.

Template Parameters
T_xtype for each scalar
T_stype of element of parameter sigma
T_ltype of each length scale parameter
Parameters
xstd::vector of Eigen vectors of scalars.
length_scalestd::vector of length scales
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 104 of file gp_matern32_cov.hpp.

§ gp_matern32_cov() [3/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern32_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern 3/2 cross covariance matrix.

\[ k(x, x') = \sigma^2(1 + \frac{\sqrt{3}d(x, x')}{l})exp(-\sqrt{3}\frac{d(x, x')}{l}) \]

where \(d(x, x')\) is the Euclidean distance.

This function is for the cross covariance matrix neededed to compute the posterior predictive density.

Template Parameters
T_x1first type of scalars contained in vector x1
T_x2second type of scalars contained in vector x2
T_stype of parameter sigma, marginal standard deviation
T_ltype of parameter length scale
Parameters
x1std::vector of scalars that can be used in squared_distance
x2std::vector of scalars that can be used in squared_distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x1, x2 are nan or inf

Definition at line 175 of file gp_matern32_cov.hpp.

§ gp_matern32_cov() [4/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern32_cov ( const std::vector< Eigen::Matrix< T_x1, -1, 1 >> &  x1,
const std::vector< Eigen::Matrix< T_x2, -1, 1 >> &  x2,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern 3/2 cross covariance matrix.

\[ k(x, x') = \sigma^2(1 + \sqrt{3} \sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}) exp(-\sqrt{3}\sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}) \]

where \(d(x, x')\) is the Euclidean distance

This function is for the cross covariance matrix neededed to compute the posterior predictive density.

Template Parameters
T_x1first type of std::vector of scalars
T_x2second type of std::vector of scalars
T_stype of parameter sigma, marginal standard deviation
T_ltype of parameter length scale
Parameters
x1std::vector of Eigen vectors of scalars
x2std::vector of Eigen vectors of scalars
length_scaleparameter length scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x1, x2 are nan or inf

Definition at line 251 of file gp_matern32_cov.hpp.

§ gp_matern52_cov() [1/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern52_cov ( const std::vector< T_x > &  x,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern 5/2 covariance matrix with one input vector.

\[ k(x, x') = \sigma^2\bigg(1 + \frac{\sqrt{5}d(x, x')}{l} + \frac{5d(x, x')^2}{3l^2}\bigg) exp\bigg(-\frac{5 d(x, x')}{l}\bigg) \]

where \( d(x, x') \) is the Euclidean distance.

Template Parameters
T_xtype of elements contained in vector x
T_stype of element of sigma, the magnitude
T_ltype of elements of length scale
Parameters
xstd::vector of elements that can be used in stan::math::distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 41 of file gp_matern52_cov.hpp.

§ gp_matern52_cov() [2/4]

template<typename T_x , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern52_cov ( const std::vector< Eigen::Matrix< T_x, Eigen::Dynamic, 1 >> &  x,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern 5/2 covariance matrix with one input vector with automatic relevance determination (ARD).

\[ k(x, x') = \sigma^2\bigg(1 + \sqrt{5}\sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}} + \frac{5}{3} \sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}\bigg) exp\bigg(-\frac{5}{3}\bigg(\sqrt{\sum_{k=1}^K{\frac{d(x, x')^2}{l_k^2}} }\bigg)\bigg) \]

where \( d(x, x') \) is the Euclidean distance.

Template Parameters
T_xtype of elements contained in vector x
T_stype of element of sigma, the magnitude
T_ltype of elements in vector of length scale
Parameters
xstd::vector of elements that can be used in stan::math::distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf
std::invalid_argumentif length scale size != dimension of x

Definition at line 106 of file gp_matern52_cov.hpp.

§ gp_matern52_cov() [3/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern52_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_s &  sigma,
const T_l &  length_scale 
)
inline

Returns a Matern 5/2 covariance matrix with two different input vectors.

\[ k(x, x') = \sigma^2\bigg(1 + \frac{\sqrt{5}d(x, x')}{l} + \frac{5d(x, x')^2}{3l^2}\bigg) exp\bigg(-\frac{5 d(x, x')}{l}\bigg) \]

where \( d(x, x') \) is the Euclidean distance.

Template Parameters
T_x1type of elements contained in vector x1
T_x2type of elements contained in vector x2
T_stype of element of sigma, the magnitude
T_ltype of elements of length scale
Parameters
x1std::vector of elements that can be used in stan::math::distance
x2std::vector of elements that can be used in stan::math::distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 174 of file gp_matern52_cov.hpp.

§ gp_matern52_cov() [4/4]

template<typename T_x1 , typename T_x2 , typename T_s , typename T_l >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_s, T_l>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_matern52_cov ( const std::vector< Eigen::Matrix< T_x1, Eigen::Dynamic, 1 >> &  x1,
const std::vector< Eigen::Matrix< T_x2, Eigen::Dynamic, 1 >> &  x2,
const T_s &  sigma,
const std::vector< T_l > &  length_scale 
)
inline

Returns a Matern 5/2 covariance matrix with two input vectors with automatic relevance determination (ARD).

\[ k(x, x') = \sigma^2\bigg(1 + \sqrt{5}\sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}} + \frac{5}{3} \sqrt{\sum_{k=1}^{K}\frac{d(x, x')^2}{l_k^2}}\bigg) exp\bigg(-\frac{5}{3}\bigg(\sqrt{\sum_{k=1}^K{\frac{d(x, x')^2}{l_k^2}} }\bigg)\bigg) \]

where \( d(x, x') \) is the Euclidean distance.

Template Parameters
T_x1type of elements contained in vector x1
T_x2type of elements contained in vector x2
T_stype of element of sigma, the magnitude
T_ltype of elements in vector of length scale
Parameters
x1std::vector of elements that can be used in stan::math::distance
x2std::vector of elements that can be used in stan::math::distance
length_scalelength scale
sigmastandard deviation that can be used in stan::math::square
Exceptions
std::domainerror if sigma <= 0, l <= 0, or x is nan or inf
std::invalid_argumentif length scale size != dimension of x1 or x2

Definition at line 244 of file gp_matern52_cov.hpp.

§ gp_periodic_cov() [1/4]

template<typename T_x , typename T_sigma , typename T_l , typename T_p >
Eigen::Matrix<return_type_t<T_x, T_sigma, T_l, T_p>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_periodic_cov ( const std::vector< T_x > &  x,
const T_sigma &  sigma,
const T_l &  l,
const T_p &  p 
)
inline

Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \).

The elements of \( \mathbf{K} \) are defined as \( \mathbf{K}_{ij} = k(\mathbf{X}_i,\mathbf{X}_j), \) where \( \mathbf{X}_i \) is the \(i\)-th row of \( \mathbf{X} \) and
\( k(\mathbf{x},\mathbf{x}^\prime) = \sigma^2 \exp\left(-\frac{2\sin^2(\pi |\mathbf{x}-\mathbf{x}^\prime|/p)}{\ell^2}\right), \)
where \( \sigma^2 \), \( \ell \) and \( p \) are the signal variance, length-scale and period.

Template Parameters
T_xtype of std::vector elements of x. T_x can be a scalar, an Eigen::Vector, or an Eigen::RowVector.
T_sigmatype of sigma
T_ltype of length-scale
T_ptype of period
Parameters
xstd::vector of input elements. This function assumes that all elements of x have the same size.
sigmastandard deviation of the signal
llength-scale
pperiod
Returns
periodic covariance matrix
Exceptions
std::domain_errorif sigma <= 0, l <= 0, p <= 0 or x is nan or infinite

Definition at line 46 of file gp_periodic_cov.hpp.

§ gp_periodic_cov() [2/4]

template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l , typename T_p >
Eigen::Matrix<return_type_t<T_x1, T_x2, T_sigma, T_l, T_p>, Eigen::Dynamic, Eigen::Dynamic> stan::math::gp_periodic_cov ( const std::vector< T_x1 > &  x1,
const std::vector< T_x2 > &  x2,
const T_sigma &  sigma,
const T_l &  l,
const T_p &  p 
)
inline

Returns a periodic covariance matrix \( \mathbf{K} \) using inputs \( \mathbf{X}_1 \) and \( \mathbf{X}_2 \).

The elements of \( \mathbf{K} \) are defined as \( \mathbf{K}_{ij} = k(\mathbf{X}_{1_i},\mathbf{X}_{2_j}), \) where \( \mathbf{X}_{1_i} \) and \( \mathbf{X}_{2_j} \) are the \(i\)-th and \(j\)-th rows of \( \mathbf{X}_1 \) and \( \mathbf{X}_2 \) and
\( k(\mathbf{x},\mathbf{x}^\prime) = \sigma^2 \exp\left(-\frac{2\sin^2(\pi |\mathbf{x}-\mathbf{x}^\prime|/p)}{\ell^2}\right), \)
where \( \sigma^2 \), \( \ell \) and \( p \) are the signal variance, length-scale and period.

Template Parameters
T_x1type of std::vector elements of x1 T_x1 can be a scalar, an Eigen::Vector, or an Eigen::RowVector.
T_x2type of std::vector elements of x2 T_x2 can be a scalar, an Eigen::Vector, or an Eigen::RowVector.
T_sigmatype of sigma
T_ltype of length-scale
T_ptype of period
Parameters
x1std::vector of first input elements
x2std::vector of second input elements. This function assumes that all the elements of x1 and x2 have the same sizes.
sigmastandard deviation of the signal
llength-scale
pperiod
Returns
periodic covariance matrix
Exceptions
std::domain_errorif sigma <= 0, l <= 0, p <= 0 , x1 or x2 is nan or infinite

Definition at line 118 of file gp_periodic_cov.hpp.

§ gp_periodic_cov() [3/4]

template<typename T_x >
std::enable_if< std::is_same<typename scalar_type<T_x>::type, double>::value, Eigen::Matrix<var, Eigen::Dynamic, Eigen::Dynamic> >::type stan::math::gp_periodic_cov ( const std::vector< T_x > &  x,
const var sigma,
const var l,
const var p 
)
inline

Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \).

The elements of \( \mathbf{K} \) are defined as \( \mathbf{K}_{ij} = k(\mathbf{X}_i,\mathbf{X}_j), \) where \( \mathbf{X}_i \) is the \(i\)-th row of \( \mathbf{X} \) and
\( k(\mathbf{x},\mathbf{x}^\prime) = \sigma^2 \exp\left(-\frac{2\sin^2(\pi |\mathbf{x}-\mathbf{x}^\prime|/p)}{\ell^2}\right), \)
where \( \sigma^2 \), \( \ell \) and \( p \) are the signal variance, length-scale and period.

Template Parameters
T_xtype of elements in the std::vector
Parameters
xstd::vector of input elements. Assumes that all elements of x have the same size.
sigmastandard deviation of the signal
llength-scale
pperiod
Returns
periodic covariance matrix
Exceptions
std::domain_errorif sigma <= 0, l <= 0, p <= 0, or x is nan or infinite

Definition at line 307 of file gp_periodic_cov.hpp.

§ gp_periodic_cov() [4/4]

template<typename T_x >
std::enable_if< std::is_same<typename scalar_type<T_x>::type, double>::value, Eigen::Matrix<var, Eigen::Dynamic, Eigen::Dynamic> >::type stan::math::gp_periodic_cov ( const std::vector< T_x > &  x,
double  sigma,
const var l,
const var p 
)
inline

Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \).

The elements of \( \mathbf{K} \) are defined as \( \mathbf{K}_{ij} = k(\mathbf{X}_i,\mathbf{X}_j), \) where \( \mathbf{X}_i \) is the \(i\)-th row of \( \mathbf{X} \) and
\( k(\mathbf{x},\mathbf{x}^\prime) = \sigma^2 \exp\left(-\frac{2\sin^2(\pi |\mathbf{x}-\mathbf{x}^\prime|/p)}{\ell^2}\right), \)
where \( \sigma^2 \), \( \ell \) and \( p \) are the signal variance, length-scale and period.

Template Parameters
T_xtype of elements in the std::vector
Parameters
xstd::vector of input elements. Assumes that all elements of x have the same size.
sigmastandard deviation of the signal
llength-scale
pperiod
Returns
periodic covariance matrix
Exceptions
std::domain_errorif sigma <= 0, l <= 0, p <= 0, or x is nan or infinite

Definition at line 362 of file gp_periodic_cov.hpp.

§ grad() [1/3]

static void stan::math::grad ( vari vi)
static

§ grad() [2/3]

void stan::math::grad ( var v,
Eigen::Matrix< var, Eigen::Dynamic, 1 > &  x,
Eigen::VectorXd &  g 
)
inline

Propagate chain rule to calculate gradients starting from the specified variable.

Resizes the input vector to be the correct size.

The grad() function does not itself recover any memory. use recover_memory() or recover_memory_nested() to recover memory.

Parameters
[in]vValue of function being differentiated
[in]xVariables being differentiated with respect to
[out]gGradient, d/dx v, evaluated at x.

Definition at line 25 of file grad.hpp.

§ grad() [3/3]

static void stan::math::grad ( vari vi)
static

Compute the gradient for all variables starting from the specified root variable implementation.

Does not recover memory. This chainable variable's adjoint is initialized using the method init_dependent() and then the chain rule is applied working down the stack from this vari and calling each vari's chain() method in turn.

This function computes a nested gradient only going back as far as the last nesting.

This function does not recover any memory from the computation.

Parameters
viVariable implementation for root of partial derivative propagation.

Definition at line 30 of file grad.hpp.

§ grad_2F1()

template<typename T >
void stan::math::grad_2F1 ( T &  g_a1,
T &  g_b1,
const T &  a1,
const T &  a2,
const T &  b1,
const T &  z,
const T &  precision = 1e-10,
int  max_steps = 1e5 
)

Gradients of the hypergeometric function, 2F1.

Calculate the gradients of the hypergeometric function (2F1) as the power series stopping when the series converges to within precision or throwing when the function takes max_steps steps.

This power-series representation converges for all gradients under the same conditions as the 2F1 function itself.

Template Parameters
Ttype of arguments and result
Parameters
[out]g_a1g_a1 pointer to array of six values of type T, result.
[out]g_b1g_b1 pointer to array of six values of type T, result.
[in]a1a1 see generalized hypergeometric function definition.
[in]a2a2 see generalized hypergeometric function definition.
[in]b1b1 see generalized hypergeometric function definition.
[in]zz see generalized hypergeometric function definition.
[in]precisionprecision of the infinite sum.
[in]max_stepsnumber of steps to take.

Definition at line 34 of file grad_2F1.hpp.

§ grad_F32()

template<typename T >
void stan::math::grad_F32 ( T *  g,
const T &  a1,
const T &  a2,
const T &  a3,
const T &  b1,
const T &  b2,
const T &  z,
const T &  precision = 1e-6,
int  max_steps = 1e5 
)

Gradients of the hypergeometric function, 3F2.

Calculate the gradients of the hypergeometric function (3F2) as the power series stopping when the series converges to within precision or throwing when the function takes max_steps steps.

This power-series representation converges for all gradients under the same conditions as the 3F2 function itself.

Template Parameters
Ttype of arguments and result
Parameters
[out]gg pointer to array of six values of type T, result.
[in]a1a1 see generalized hypergeometric function definition.
[in]a2a2 see generalized hypergeometric function definition.
[in]a3a3 see generalized hypergeometric function definition.
[in]b1b1 see generalized hypergeometric function definition.
[in]b2b2 see generalized hypergeometric function definition.
[in]zz see generalized hypergeometric function definition.
[in]precisionprecision of the infinite sum
[in]max_stepsnumber of steps to take

Definition at line 36 of file grad_F32.hpp.

§ grad_hessian()

template<typename F >
void stan::math::grad_hessian ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
double &  fx,
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  H,
std::vector< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > > &  grad_H 
)

Calculate the value, the Hessian, and the gradient of the Hessian of the specified function at the specified argument.

The functor must implement

fvar<fvar<var> > operator()(const Eigen::Matrix<fvar<fvar<var> >, Eigen::Dynamic, 1>&)

using only operations that are defined for fvar and var.

This latter constraint usually requires the functions to be defined in terms of the libraries defined in Stan or in terms of functions with appropriately general namespace imports that eventually depend on functions defined in Stan.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]HHessian of function at argument
[out]grad_HGradient of the Hessian of function at argument

Definition at line 42 of file grad_hessian.hpp.

§ grad_inc_beta() [1/3]

void stan::math::grad_inc_beta ( double &  g1,
double &  g2,
double  a,
double  b,
double  z 
)
inline

Definition at line 20 of file grad_inc_beta.hpp.

§ grad_inc_beta() [2/3]

template<typename T >
void stan::math::grad_inc_beta ( fvar< T > &  g1,
fvar< T > &  g2,
fvar< T >  a,
fvar< T >  b,
fvar< T >  z 
)

Gradient of the incomplete beta function beta(a, b, z) with respect to the first two arguments.

Uses the equivalence to a hypergeometric function. See http://dlmf.nist.gov/8.17#ii

Template Parameters
Tinner type of the fvar
Parameters
[out]g1d/da
[out]g2d/db
[in]aa
[in]bb
[in]zz

Definition at line 34 of file grad_inc_beta.hpp.

§ grad_inc_beta() [3/3]

void stan::math::grad_inc_beta ( var g1,
var g2,
const var a,
const var b,
const var z 
)
inline

Gradient of the incomplete beta function beta(a, b, z) with respect to the first two arguments.

Uses the equivalence to a hypergeometric function. See http://dlmf.nist.gov/8.17#ii

Parameters
[out]g1d/da
[out]g2d/db
[in]aa
[in]bb
[in]zz

Definition at line 36 of file grad_inc_beta.hpp.

§ grad_reg_inc_beta()

template<typename T >
void stan::math::grad_reg_inc_beta ( T &  g1,
T &  g2,
const T &  a,
const T &  b,
const T &  z,
const T &  digammaA,
const T &  digammaB,
const T &  digammaSum,
const T &  betaAB 
)

Computes the gradients of the regularized incomplete beta function.

Specifically, this function computes gradients of ibeta(a, b, z), with respect to the arguments a and b.

Template Parameters
Ttype of arguments
Parameters
[out]g1partial derivative of ibeta(a, b, z) with respect to a
[out]g2partial derivative of ibeta(a, b, z) with respect to b
[in]aa
[in]bb
[in]zz
[in]digammaAthe value of digamma(a)
[in]digammaBthe value of digamma(b)
[in]digammaSumthe value of digamma(a + b)
[in]betaABthe value of beta(a, b)

Definition at line 33 of file grad_reg_inc_beta.hpp.

§ grad_reg_inc_gamma()

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::grad_reg_inc_gamma ( T1  a,
T2  z,
T1  g,
T1  dig,
double  precision = 1e-6,
int  max_steps = 1e5 
)

Gradient of the regularized incomplete gamma functions igamma(a, z)

For small z, the gradient is computed via the series expansion; for large z, the series is numerically inaccurate due to cancellation and the asymptotic expansion is used.

Template Parameters
T1type of the shape parameter
T2type of the location parameter
Parameters
ashape parameter, a > 0
zlocation z >= 0
gstan::math::tgamma(a) (precomputed value)
digboost::math::digamma(a) (precomputed value)
precisionrequired precision; applies to series expansion only
max_stepsnumber of steps to take.
Exceptions
throwsstd::domain_error if not converged after max_steps or increment overflows to inf.

For the asymptotic expansion, the gradient is given by:

\[ \begin{array}{rcl} \Gamma(a, z) & = & z^{a-1}e^{-z} \sum_{k=0}^N \frac{(a-1)_k}{z^k} \qquad , z \gg a\\ Q(a, z) & = & \frac{z^{a-1}e^{-z}}{\Gamma(a)} \sum_{k=0}^N \frac{(a-1)_k}{z^k}\\ (a)_k & = & (a)_{k-1}(a-k)\\ \frac{d}{da} (a)_k & = & (a)_{k-1} + (a-k)\frac{d}{da} (a)_{k-1}\\ \frac{d}{da}Q(a, z) & = & (log(z) - \psi(a)) Q(a, z)\\ && + \frac{z^{a-1}e^{-z}}{\Gamma(a)} \sum_{k=0}^N \left(\frac{d}{da} (a-1)_k\right) \frac{1}{z^k} \end{array} \]

Definition at line 51 of file grad_reg_inc_gamma.hpp.

§ grad_reg_lower_inc_gamma()

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::grad_reg_lower_inc_gamma ( const T1 &  a,
const T2 &  z,
double  precision = 1e-10,
int  max_steps = 1e5 
)

Computes the gradient of the lower regularized incomplete gamma function.

The lower incomlete gamma function derivative w.r.t it's first parameter (a) seems to have no standard source. It also appears to have no widely known approximate implementation. Gautschi (1979) has a thorough discussion of the calculation of the lower regularized incomplete gamma function itself and some stability issues.

Reference: Gautschi, Walter (1979) ACM Transactions on mathematical software. 5(4):466-481

We implemented calculations for d(gamma_p)/da by taking derivatives of formulas suggested by Gauschi and others and testing them against an outside source (Mathematica). We took three implementations which can cover the range {a:[0,20], z:[0,30]} with absolute error < 1e-10 with the exception of values near (0,0) where the error is near 1e-5. Relative error is also <<1e-6 except for regions where the gradient approaches zero.

Gautschi suggests calculating the lower incomplete gamma function for small to moderate values of $z$ using the approximation:

\[ \frac{\gamma(a,z)}{\Gamma(a)}=z^a e^-z \sum_n=0^\infty \frac{z^n}{\Gamma(a+n+1)} \]

We write the derivative in the form:

\[ \frac{d\gamma(a,z)\Gamma(a)}{da} = \frac{\log z}{e^z} \sum_n=0^\infty \frac{z^{a+n}}{\Gamma(a+n+1)} - \frac{1}{e^z} \sum_n=0^\infty \frac{z^{a+n}}{\Gamma(a+n+1)}\psi^0(a+n+1) \]

This calculation is sufficiently accurate for small $a$ and small $z$. For larger values and $a$ and $z$ we use it in its log form:

\[ \frac{d \gamma(a,z)\Gamma(a)}{da} = \frac{\log z}{e^z} \sum_n=0^\infty \exp[(a+n)\log z - \log\Gamma(a+n+1)] - \sum_n=0^\infty \exp[(a+n)\log z - \log\Gamma(a+n+1) + \log\psi^0(a+n+1)] \]

For large $z$, Gauschi recommends using the upper incomplete Gamma instead and the negative of its derivative turns out to be more stable and accurate for larger $z$ and for some combinations of $a$ and $z$. This is a log-scale implementation of the derivative of the formulation suggested by Gauschi (1979). For some values it defers to the negative of the gradient for the gamma_q function. This is based on the suggestion by Gauschi (1979) that for large values of $z$ it is better to carry out calculations using the upper incomplete Gamma function.

Branching for choice of implementation for the lower incomplete regularized gamma function gradient. The derivative based on Gautschi's formulation appears to be sufficiently accurate everywhere except for large z and small to moderate a. The intersection between the two regions is a radius 12 quarter circle centered at a=0, z=30 although both implementations are satisfactory near the intersection.

Some limits that could be treated, e.g., infinite z should return tgamma(a) * digamma(a), throw instead to match the behavior of, e.g., boost::math::gamma_p

Template Parameters
T1type of a
T2type of z
Parameters
[in]ashared with complete Gamma
[in]zvalue to integrate up to
[in]precisionseries terminates when increment falls below this value.
[in]max_stepsnumber of terms to sum before throwing
Exceptions
std::domain_errorif the series does not converge to requested precision before max_steps.

Definition at line 108 of file grad_reg_lower_inc_gamma.hpp.

§ grad_tr_mat_times_hessian()

template<typename F >
void stan::math::grad_tr_mat_times_hessian ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  M,
Eigen::Matrix< double, Eigen::Dynamic, 1 > &  grad_tr_MH 
)

Definition at line 15 of file grad_tr_mat_times_hessian.hpp.

§ gradient() [1/2]

template<typename T , typename F >
void stan::math::gradient ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
T &  fx,
Eigen::Matrix< T, Eigen::Dynamic, 1 > &  grad_fx 
)

Calculate the value and the gradient of the specified function at the specified argument.

The functor must implement

fvar<T> operator()(const Eigen::Matrix<T, Eigen::Dynamic, 1>&)

using only operations that are defined for fvar. This latter constraint usually requires the functions to be defined in terms of the libraries defined in Stan or in terms of functions with appropriately general namespace imports that eventually depend on functions defined in Stan.

Time and memory usage is on the order of the size of the fully unfolded expression for the function applied to the argument, independently of dimension.

Template Parameters
Ttype of the elements in the vector
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]grad_fxGradient of function at argument

Definition at line 40 of file gradient.hpp.

§ gradient() [2/2]

template<typename F >
void stan::math::gradient ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
double &  fx,
Eigen::Matrix< double, Eigen::Dynamic, 1 > &  grad_fx 
)

Calculate the value and the gradient of the specified function at the specified argument.

The functor must implement

var operator()(const Eigen::Matrix<var, Eigen::Dynamic, 1>&)

using only operations that are defined for var. This latter constraint usually requires the functions to be defined in terms of the libraries defined in Stan or in terms of functions with appropriately general namespace imports that eventually depend on functions defined in Stan.

Time and memory usage is on the order of the size of the fully unfolded expression for the function applied to the argument, independently of dimension.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]grad_fxGradient of function at argument

Definition at line 42 of file gradient.hpp.

§ gradient_dot_vector()

template<typename T1 , typename T2 , typename F >
void stan::math::gradient_dot_vector ( const F &  f,
const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &  v,
T1 &  fx,
T1 &  grad_fx_dot_v 
)

Definition at line 13 of file gradient_dot_vector.hpp.

§ gradient_of_f()

template<typename F >
double stan::math::gradient_of_f ( const F &  f,
const double &  x,
const double &  xc,
const std::vector< double > &  theta_vals,
const std::vector< double > &  x_r,
const std::vector< int > &  x_i,
size_t  n,
std::ostream *  msgs 
)
inline

Calculate first derivative of f(x, param, std::ostream&) with respect to the nth parameter.

Uses nested reverse mode autodiff

Gradients that evaluate to NaN are set to zero if the function itself evaluates to zero. If the function is not zero and the gradient evaluates to NaN, a std::domain_error is thrown

Template Parameters
Ftype of f

Definition at line 33 of file integrate_1d.hpp.

§ gumbel_lpdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::gumbel_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  beta 
)
inline

Definition at line 100 of file gumbel_lpdf.hpp.

§ head() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::head ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v,
size_t  n 
)
inline

Return the specified number of elements as a vector from the front of the specified vector.

Template Parameters
Ttype of elements in the vector
Parameters
vVector input.
nSize of return.
Returns
The first n elements of v.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 22 of file head.hpp.

§ head() [2/3]

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::head ( const Eigen::Matrix< T, 1, Eigen::Dynamic > &  rv,
size_t  n 
)
inline

Return the specified number of elements as a row vector from the front of the specified row vector.

Template Parameters
Ttype of elements in the vector
Parameters
rvRow vector.
nSize of return row vector.
Returns
The first n elements of rv.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 41 of file head.hpp.

§ head() [3/3]

template<typename T >
std::vector<T> stan::math::head ( const std::vector< T > &  sv,
size_t  n 
)

Return the specified number of elements as a standard vector from the front of the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
svStandard vector.
nSize of return.
Returns
The first n elements of sv.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 60 of file head.hpp.

§ hessian() [1/2]

template<typename T , typename F >
void stan::math::hessian ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
T &  fx,
Eigen::Matrix< T, Eigen::Dynamic, 1 > &  grad,
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  H 
)

Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in time O(N^3) time and O(N^2) space.

The advantage over the mixed definition, which is faster for Hessians, is that this version is itself differentiable.

The functor must implement

fvar<fvar<T> > operator()(const Eigen::Matrix<fvar<fvar<T> >, Eigen::Dynamic, 1>&)

using only operations that are defined for the argument type.

This latter constraint usually requires the functions to be defined in terms of the libraries defined in Stan or in terms of functions with appropriately general namespace imports that eventually depend on functions defined in Stan.

Template Parameters
Ttype of elements in the vector and matrix
Ftype of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]gradgradient of function at argument
[out]HHessian of function at argument

Definition at line 41 of file hessian.hpp.

§ hessian() [2/2]

template<typename F >
void stan::math::hessian ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
double &  fx,
Eigen::Matrix< double, Eigen::Dynamic, 1 > &  grad,
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  H 
)

Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in O(N^2) time and O(N^2) space.

The functor must implement

fvar<var> operator()(const Eigen::Matrix<fvar<var>, Eigen::Dynamic, 1>&)

using only operations that are defined for fvar and var.

This latter constraint usually requires the functions to be defined in terms of the libraries defined in Stan or in terms of functions with appropriately general namespace imports that eventually depend on functions defined in Stan.

Template Parameters
FType of function
Parameters
[in]fFunction
[in]xArgument to function
[out]fxFunction applied to argument
[out]gradgradient of function at argument
[out]HHessian of function at argument

Definition at line 42 of file hessian.hpp.

§ hessian_times_vector() [1/2]

template<typename F >
void stan::math::hessian_times_vector ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  v,
double &  fx,
Eigen::Matrix< double, Eigen::Dynamic, 1 > &  Hv 
)

Definition at line 14 of file hessian_times_vector.hpp.

§ hessian_times_vector() [2/2]

template<typename T , typename F >
void stan::math::hessian_times_vector ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v,
T &  fx,
Eigen::Matrix< T, Eigen::Dynamic, 1 > &  Hv 
)

Definition at line 42 of file hessian_times_vector.hpp.

§ hypergeometric_lpmf() [1/2]

template<bool propto, typename T_n , typename T_N , typename T_a , typename T_b >
double stan::math::hypergeometric_lpmf ( const T_n &  n,
const T_N &  N,
const T_a &  a,
const T_b &  b 
)

Definition at line 16 of file hypergeometric_lpmf.hpp.

§ hypergeometric_lpmf() [2/2]

template<typename T_n , typename T_N , typename T_a , typename T_b >
double stan::math::hypergeometric_lpmf ( const T_n &  n,
const T_N &  N,
const T_a &  a,
const T_b &  b 
)
inline

Definition at line 56 of file hypergeometric_lpmf.hpp.

§ hypergeometric_rng()

template<class RNG >
int stan::math::hypergeometric_rng ( int  N,
int  a,
int  b,
RNG &  rng 
)
inline

Definition at line 14 of file hypergeometric_rng.hpp.

§ hypot() [1/7]

template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
double stan::math::hypot ( T1  x,
T2  y 
)
inline

Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11).

In symbols, if the arguments are x and y, the result is sqrt(x * x + y * y).

Parameters
xFirst argument.
ySecond argument.
Returns
Length of hypotenuse of right triangle with opposite and adjacent side lengths x and y.

Definition at line 23 of file hypot.hpp.

§ hypot() [2/7]

template<typename T >
fvar<T> stan::math::hypot ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11).

In symbols, if the arguments are 1 and x2, the result is sqrt(x1 * x1 + x2 * x2).

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Length of hypotenuse of right triangle with opposite and adjacent side lengths x1 and x2.

Definition at line 26 of file hypot.hpp.

§ hypot() [3/7]

var stan::math::hypot ( const var a,
const var b 
)
inline

Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99).

The partial derivatives are given by

\(\frac{\partial}{\partial x} \sqrt{x^2 + y^2} = \frac{x}{\sqrt{x^2 + y^2}}\), and

\(\frac{\partial}{\partial y} \sqrt{x^2 + y^2} = \frac{y}{\sqrt{x^2 + y^2}}\).

Parameters
[in]aLength of first side.
[in]bLength of second side.
Returns
Length of hypotenuse.

Definition at line 45 of file hypot.hpp.

§ hypot() [4/7]

template<typename T >
fvar<T> stan::math::hypot ( const fvar< T > &  x1,
double  x2 
)
inline

Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11).

In symbols, if the arguments are 1 and x2, the result is sqrt(x1 * x1 + x2 * x2).

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Length of hypotenuse of right triangle with opposite and adjacent side lengths x1 and x2.

Definition at line 46 of file hypot.hpp.

§ hypot() [5/7]

var stan::math::hypot ( const var a,
double  b 
)
inline

Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99).

The derivative is

\(\frac{d}{d x} \sqrt{x^2 + c^2} = \frac{x}{\sqrt{x^2 + c^2}}\).

Parameters
[in]aLength of first side.
[in]bLength of second side.
Returns
Length of hypotenuse.

Definition at line 61 of file hypot.hpp.

§ hypot() [6/7]

template<typename T >
fvar<T> stan::math::hypot ( double  x1,
const fvar< T > &  x2 
)
inline

Return the length of the hypotenuse of a right triangle with opposite and adjacent side lengths given by the specified arguments (C++11).

In symbols, if the arguments are 1 and x2, the result is sqrt(x1 * x1 + x2 * x2).

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Length of hypotenuse of right triangle with opposite and adjacent side lengths x1 and x2.

Definition at line 66 of file hypot.hpp.

§ hypot() [7/7]

var stan::math::hypot ( double  a,
const var b 
)
inline

Returns the length of the hypotenuse of a right triangle with sides of the specified lengths (C99).

The derivative is

\(\frac{d}{d y} \sqrt{c^2 + y^2} = \frac{y}{\sqrt{c^2 + y^2}}\).

\[ \mbox{hypot}(x, y) = \begin{cases} \textrm{NaN} & \mbox{if } x < 0 \text{ or } y < 0 \\ \sqrt{x^2+y^2} & \mbox{if } x, y\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{hypot}(x, y)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < 0 \text{ or } y < 0 \\ \frac{x}{\sqrt{x^2+y^2}} & \mbox{if } x, y\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{hypot}(x, y)}{\partial y} = \begin{cases} \textrm{NaN} & \mbox{if } x < 0 \text{ or } y < 0 \\ \frac{y}{\sqrt{x^2+y^2}} & \mbox{if } x, y\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
[in]aLength of first side.
[in]bLength of second side.
Returns
Length of hypotenuse.

Definition at line 104 of file hypot.hpp.

§ identity_constrain() [1/2]

template<typename T >
T stan::math::identity_constrain ( const T &  x)
inline

Returns the result of applying the identity constraint transform to the input.

This method is effectively a no-op and is mainly useful as a placeholder in auto-generated code.

Template Parameters
TType of scalar.
Parameters
[in]xfree scalar
Returns
transformed input

Definition at line 21 of file identity_constrain.hpp.

§ identity_constrain() [2/2]

template<typename T >
T stan::math::identity_constrain ( const T &  x,
T &   
)
inline

Returns the result of applying the identity constraint transform to the input and increments the log probability reference with the log absolute Jacobian determinant.

This method is effectively a no-op and mainly useful as a placeholder in auto-generated code.

Template Parameters
Ttype of scalar.
Parameters
[in]xscalar
Returns
transformed input

Definition at line 38 of file identity_constrain.hpp.

§ identity_free()

template<typename T >
T stan::math::identity_free ( const T &  y)
inline

Returns the result of applying the inverse of the identity constraint transform to the input.

This function is a no-op and mainly useful as a placeholder in auto-generated code.

Template Parameters
Ttype of value
Parameters
[in]yvalue
Returns
value

Definition at line 21 of file identity_free.hpp.

§ identity_matrix()

Eigen::MatrixXd stan::math::identity_matrix ( int  K)
inline

Return a square identity matrix.

Parameters
Ksize of the matrix
Returns
An identity matrix of size K.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file identity_matrix.hpp.

§ if_else() [1/4]

var stan::math::if_else ( bool  c,
const var y_true,
const var y_false 
)
inline

If the specified condition is true, return the first variable, otherwise return the second variable.

Parameters
cBoolean condition.
y_trueVariable to return if condition is true.
y_falseVariable to return if condition is false.

Definition at line 18 of file if_else.hpp.

§ if_else() [2/4]

template<typename T_true , typename T_false >
return_type_t<T_true, T_false> stan::math::if_else ( const bool  c,
const T_true  y_true,
const T_false  y_false 
)
inline

Return the second argument if the first argument is true and otherwise return the second argument.

This is just a convenience method to provide a function with the same behavior as the built-in ternary operator. In general, this function behaves as if defined by

if_else(c, y1, y0) = c ? y1 : y0.

Template Parameters
T_truetype of the true argument
T_falsetype of the false argument
Parameters
cBoolean condition value.
y_trueValue to return if condition is true.
y_falseValue to return if condition is false.

Definition at line 26 of file if_else.hpp.

§ if_else() [3/4]

var stan::math::if_else ( bool  c,
double  y_true,
const var y_false 
)
inline

If the specified condition is true, return a new variable constructed from the first scalar, otherwise return the second variable.

Parameters
cBoolean condition.
y_trueValue to promote to variable and return if condition is true.
y_falseVariable to return if condition is false.

Definition at line 30 of file if_else.hpp.

§ if_else() [4/4]

var stan::math::if_else ( bool  c,
const var y_true,
double  y_false 
)
inline

If the specified condition is true, return the first variable, otherwise return a new variable constructed from the second scalar.

Parameters
cBoolean condition.
y_trueVariable to return if condition is true.
y_falseValue to promote to variable and return if condition is false.

Definition at line 46 of file if_else.hpp.

§ inc_beta() [1/9]

template<typename T >
fvar<T> stan::math::inc_beta ( const fvar< T > &  a,
const fvar< T > &  b,
const fvar< T > &  x 
)
inline

Definition at line 19 of file inc_beta.hpp.

§ inc_beta() [2/9]

double stan::math::inc_beta ( double  a,
double  b,
double  x 
)
inline

The normalized incomplete beta function of a, b, with outcome x.

Used to compute the cumulative density function for the beta distribution.

Parameters
aShape parameter a >= 0; a and b can't both be 0
bShape parameter b >= 0
xRandom variate. 0 <= x <= 1
Exceptions
ifconstraints are violated or if any argument is NaN
Returns
The normalized incomplete beta function.

Definition at line 24 of file inc_beta.hpp.

§ inc_beta() [3/9]

template<typename T >
fvar<T> stan::math::inc_beta ( double  a,
const fvar< T > &  b,
const fvar< T > &  x 
)
inline

Definition at line 32 of file inc_beta.hpp.

§ inc_beta() [4/9]

template<typename T >
fvar<T> stan::math::inc_beta ( const fvar< T > &  a,
double  b,
const fvar< T > &  x 
)
inline

Definition at line 36 of file inc_beta.hpp.

§ inc_beta() [5/9]

var stan::math::inc_beta ( const var a,
const var b,
const var c 
)
inline

Definition at line 38 of file inc_beta.hpp.

§ inc_beta() [6/9]

template<typename T >
fvar<T> stan::math::inc_beta ( const fvar< T > &  a,
const fvar< T > &  b,
double  x 
)
inline

Definition at line 40 of file inc_beta.hpp.

§ inc_beta() [7/9]

template<typename T >
fvar<T> stan::math::inc_beta ( double  a,
double  b,
const fvar< T > &  x 
)
inline

Definition at line 45 of file inc_beta.hpp.

§ inc_beta() [8/9]

template<typename T >
fvar<T> stan::math::inc_beta ( const fvar< T > &  a,
double  b,
double  x 
)
inline

Definition at line 49 of file inc_beta.hpp.

§ inc_beta() [9/9]

template<typename T >
fvar<T> stan::math::inc_beta ( double  a,
const fvar< T > &  b,
double  x 
)
inline

Definition at line 53 of file inc_beta.hpp.

§ inc_beta_dda()

template<typename T >
T stan::math::inc_beta_dda ( a,
b,
z,
digamma_a,
digamma_ab 
)

Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to a.

The power series used to compute the deriative tends to converge slowly when a and b are large, especially if z approaches 1. The implementation will throw an exception if the series have not converged within 100,000 iterations. The current implementation has been tested for values of a and b up to 12500 and z = 0.999.

Template Parameters
Tscalar types of arguments
Parameters
afirst argument
bsecond argument
zupper bound of the integral
digamma_avalue of digamma(a)
digamma_abvalue of digamma(b)
Returns
partial derivative of the incomplete beta with respect to a
Precondition
a >= 0
b >= 0
0 <= z <= 1

Definition at line 36 of file inc_beta_dda.hpp.

§ inc_beta_ddb()

template<typename T >
T stan::math::inc_beta_ddb ( a,
b,
z,
digamma_b,
digamma_ab 
)

Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to b.

The power series used to compute the deriative tends to converge slowly when a and b are large, especailly if z approaches 1. The implementation will throw an exception if the series have not converged within 100,000 iterations. The current implementation has been tested for values of a and b up to 12500 and z = 0.999.

Template Parameters
Tscalar types of arguments
Parameters
afirst argument
bsecond argument
zupper bound of the integral
digamma_bvalue of digamma(b)
digamma_abvalue of digamma(b)
Returns
partial derivative of the incomplete beta with respect to b
Precondition
a >= 0
b >= 0
0 <= z <= 1

Definition at line 39 of file inc_beta_ddb.hpp.

§ inc_beta_ddz() [1/2]

template<typename T >
T stan::math::inc_beta_ddz ( a,
b,
z 
)

Returns the partial derivative of the regularized incomplete beta function, I_{z}(a, b) with respect to z.

Template Parameters
Tscalar types of arguments
Parameters
afirst argument
bsecond argument
zupper bound of the integral
Returns
partial derivative of the incomplete beta with respect to z
Precondition
a > 0
b > 0
0 < z <= 1

Definition at line 27 of file inc_beta_ddz.hpp.

§ inc_beta_ddz() [2/2]

template<>
double stan::math::inc_beta_ddz ( double  a,
double  b,
double  z 
)
inline

Definition at line 35 of file inc_beta_ddz.hpp.

§ index_apply()

template<std::size_t N, class F >
constexpr auto stan::math::index_apply ( f)

Calls given callable with an index sequence.

Combination of this and a lambda can be used to avoid separating implementation that needs an index sequence from functions that operate on tuples of parameter packs.

Template Parameters
Nsize of index sequence to use
Fcallable type
Parameters
fcallable
Returns
what the given callable returns

Definition at line 26 of file index_apply.hpp.

§ init_threadpool_tbb()

tbb::task_scheduler_init& stan::math::init_threadpool_tbb ( tbb::stack_size_type  stack_size = 0)
inline

Initialize the Intel TBB threadpool and global scheduler through the tbb::task_scheduler_init object.

In case an instance of the tbb::task_scheduler_object has been instantiated prior to calling this function, then any subsequent initialization is ignored by the Intel TBB.

The maximal number of threads is read from the environment variable STAN_NUM_THREADS using internal::get_num_threads. See conventions of get_num_threads. The TBB scheduler will be activated by calling this function.

The function returns a reference to the static tbb::task_scheduler_init instance.

Parameters
stack_sizesets the stack size of each thread; the default 0 let's the TBB choose the stack size
Returns
reference to the static tbb::task_scheduler_init
Exceptions
std::runtime_errorif the value of STAN_NUM_THREADS env. variable is invalid

Definition at line 83 of file init_threadpool_tbb.hpp.

§ initialize() [1/4]

template<typename T >
void stan::math::initialize ( T &  x,
const T &  v 
)
inline

Definition at line 16 of file initialize.hpp.

§ initialize() [2/4]

template<typename T , typename V , typename = require_arithmetic_t<V>>
void stan::math::initialize ( T &  x,
v 
)
inline

Definition at line 20 of file initialize.hpp.

§ initialize() [3/4]

template<typename T , int R, int C, typename V >
void stan::math::initialize ( Eigen::Matrix< T, R, C > &  x,
const V &  v 
)
inline

Definition at line 24 of file initialize.hpp.

§ initialize() [4/4]

template<typename T , typename V >
void stan::math::initialize ( std::vector< T > &  x,
const V &  v 
)
inline

Definition at line 30 of file initialize.hpp.

§ initialize_variable() [1/3]

void stan::math::initialize_variable ( var variable,
const var value 
)
inline

Initialize variable to value.

(Function may look pointless, but it's needed to bottom out recursion.)

Definition at line 16 of file initialize_variable.hpp.

§ initialize_variable() [2/3]

template<int R, int C>
void stan::math::initialize_variable ( Eigen::Matrix< var, R, C > &  matrix,
const var value 
)
inline

Initialize every cell in the matrix to the specified value.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic

Definition at line 27 of file initialize_variable.hpp.

§ initialize_variable() [3/3]

template<typename T >
void stan::math::initialize_variable ( std::vector< T > &  variables,
const var value 
)
inline

Initialize the variables in the standard vector recursively.

Template Parameters
Ttype of elements in the vector

Definition at line 38 of file initialize_variable.hpp.

§ int_step()

template<typename T >
int stan::math::int_step ( const T &  y)
inline

The integer step, or Heaviside, function.

For double NaN input, int_step(NaN) returns 0.

\[ \mbox{int\_step}(x) = \begin{cases} 0 & \mbox{if } x \leq 0 \\ 1 & \mbox{if } x > 0 \\[6pt] 0 & \mbox{if } x = \textrm{NaN} \end{cases} \]

Template Parameters
Tvalue type
Parameters
[in]yvalue
Returns
1 if value is greater than 0 and 0 otherwise

Definition at line 27 of file int_step.hpp.

§ integrate()

template<typename F >
double stan::math::integrate ( const F &  f,
double  a,
double  b,
double  relative_tolerance 
)
inline

Integrate a single variable function f from a to b to within a specified relative tolerance.

This function assumes a is less than b.

The signature for f should be: double f(double x, double xc)

It should return the value of the function evaluated at x.

Depending on whether or not a is finite or negative infinity and b is finite or positive infinity, a different version of the 1d quadrature algorithm from the Boost quadrature library is chosen.

Integrals that cross zero are broken into two, and the separate integrals are each integrated to the given relative tolerance.

For integrals with finite limits, the xc argument is the distance to the nearest boundary. So for a > 0, b > 0, it will be a - x for x closer to a, and b - x for x closer to b. xc is computed in a way that avoids the precision loss of computing a - x or b - x manually. For integrals that cross zero, xc can take values a - x, -x, or b - x depending on which integration limit it is nearest.

If either limit is infinite, xc is set to NaN

Template Parameters
TType of f
Parameters
fthe function to be integrated
alower limit of integration
bupper limit of integration
relative_tolerancetarget relative tolerance passed to Boost quadrature
Returns
numeric integral of function f

If the integral crosses zero, break it into two (advice from the Boost implementation: https://www.boost.org/doc/libs/1_66_0/libs/math/doc/html/math_toolkit/double_exponential/de_caveats.html)

Definition at line 51 of file integrate_1d.hpp.

§ integrate_1d() [1/2]

template<typename F , typename T_a , typename T_b , typename T_theta , typename = require_any_var_t<T_a, T_b, T_theta>>
return_type_t<T_a, T_b, T_theta> stan::math::integrate_1d ( const F &  f,
const T_a &  a,
const T_b &  b,
const std::vector< T_theta > &  theta,
const std::vector< double > &  x_r,
const std::vector< int > &  x_i,
std::ostream *  msgs,
const double  relative_tolerance = std::sqrt(EPSILON) 
)
inline

Compute the integral of the single variable function f from a to b to within a specified relative tolerance.

a and b can be finite or infinite.

f should be compatible with reverse mode autodiff and have the signature: var f(double x, double xc, const std::vector<var>& theta, const std::vector<double>& x_r, const std::vector<int> &x_i, std::ostream* msgs)

It should return the value of the function evaluated at x. Any errors should be printed to the msgs stream.

Integrals that cross zero are broken into two, and the separate integrals are each integrated to the given relative tolerance.

For integrals with finite limits, the xc argument is the distance to the nearest boundary. So for a > 0, b > 0, it will be a - x for x closer to a, and b - x for x closer to b. xc is computed in a way that avoids the precision loss of computing a - x or b - x manually. For integrals that cross zero, xc can take values a - x, -x, or b - x depending on which integration limit it is nearest.

If either limit is infinite, xc is set to NaN

The integration algorithm terminates when

\[ \frac{{|I_{n + 1} - I_n|}}{{|I|_{n + 1}}} < \text{relative tolerance} \]

where \(I_{n}\) is the nth estimate of the integral and \(|I|_{n}\) is the nth estimate of the norm of the integral.

Integrals that cross zero are split into two. In this case, each integral is separately integrated to the given relative_tolerance.

Gradients of f that evaluate to NaN when the function evaluates to zero are set to zero themselves. This is due to the autodiff easily overflowing to NaN when evaluating gradients near the maximum and minimum floating point values (where the function should be zero anyway for the integral to exist)

Template Parameters
T_atype of first limit
T_btype of second limit
T_thetatype of parameters
TType of f
Parameters
fthe functor to integrate
alower limit of integration
bupper limit of integration
thetaadditional parameters to be passed to f
x_radditional data to be passed to f
x_iadditional integer data to be passed to f
[in,out]msgsthe print stream for warning messages
relative_tolerancerelative tolerance passed to Boost quadrature
Returns
numeric integral of function f

Definition at line 122 of file integrate_1d.hpp.

§ integrate_1d() [2/2]

template<typename F >
double stan::math::integrate_1d ( const F &  f,
const double  a,
const double  b,
const std::vector< double > &  theta,
const std::vector< double > &  x_r,
const std::vector< int > &  x_i,
std::ostream *  msgs,
const double  relative_tolerance = std::sqrt(EPSILON) 
)
inline

Compute the integral of the single variable function f from a to b to within a specified relative tolerance.

a and b can be finite or infinite.

The signature for f should be: double f(double x, double xc, const std::vector<double>& theta, const std::vector<double>& x_r, const std::vector<int>& x_i, std::ostream* msgs)

It should return the value of the function evaluated at x. Any errors should be printed to the msgs stream.

Integrals that cross zero are broken into two, and the separate integrals are each integrated to the given relative tolerance.

For integrals with finite limits, the xc argument is the distance to the nearest boundary. So for a > 0, b > 0, it will be a - x for x closer to a, and b - x for x closer to b. xc is computed in a way that avoids the precision loss of computing a - x or b - x manually. For integrals that cross zero, xc can take values a - x, -x, or b - x depending on which integration limit it is nearest.

If either limit is infinite, xc is set to NaN

The integration algorithm terminates when

\[ \frac{{|I_{n + 1} - I_n|}}{{|I|_{n + 1}}} < \text{relative tolerance} \]

where \(I_{n}\) is the nth estimate of the integral and \(|I|_{n}\) is the nth estimate of the norm of the integral.

Integrals that cross zero are split into two. In this case, each integral is separately integrated to the given relative_tolerance.

Template Parameters
TType of f
Parameters
fthe function to be integrated
alower limit of integration
bupper limit of integration
thetaadditional parameters to be passed to f
x_radditional data to be passed to f
x_iadditional integer data to be passed to f
[in,out]msgsthe print stream for warning messages
relative_tolerancetolerance passed to Boost quadrature
Returns
numeric integral of function f

Definition at line 185 of file integrate_1d.hpp.

§ integrate_dae()

template<typename F , typename Tpar >
std::vector<std::vector<Tpar> > stan::math::integrate_dae ( const F &  f,
const std::vector< double > &  yy0,
const std::vector< double > &  yp0,
double  t0,
const std::vector< double > &  ts,
const std::vector< Tpar > &  theta,
const std::vector< double > &  x_r,
const std::vector< int > &  x_i,
const double  rtol,
const double  atol,
const int64_t  max_num_steps = idas_integrator::IDAS_MAX_STEPS,
std::ostream *  msgs = nullptr 
)

Return the solutions for a semi-explicit DAE system with residual specified by functor F, given the specified consistent initial state yy0 and yp0.

Template Parameters
DAEtype of DAE system
Tparscalar type of parameter theta
Parameters
[in]ffunctor for the base ordinary differential equation
[in]yy0initial state
[in]yp0initial derivative state
[in]t0initial time
[in]tstimes of the desired solutions, in strictly increasing order, all greater than the initial time
[in]thetaparameters
[in]x_rreal data
[in]x_iint data
[in]rtolrelative tolerance passed to IDAS, requred <10^-3
[in]atolabsolute tolerance passed to IDAS, problem-dependent
[in]max_num_stepsmaximal number of admissable steps between time-points
[in]msgsmessage
Returns
a vector of states, each state being a vector of the same size as the state variable, corresponding to a time in ts.

Definition at line 39 of file integrate_dae.hpp.

§ integrate_ode_adams()

template<typename F , typename T_initial , typename T_param , typename T_t0 , typename T_ts >
std::vector<std::vector<return_type_t<T_initial, T_param, T_t0, T_ts> > > stan::math::integrate_ode_adams ( const F &  f,
const std::vector< T_initial > &  y0,
const T_t0 &  t0,
const std::vector< T_ts > &  ts,
const std::vector< T_param > &  theta,
const std::vector< double > &  x,
const std::vector< int > &  x_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-10,
double  absolute_tolerance = 1e-10,
long int  max_num_steps = 1e8 
)

Definition at line 15 of file integrate_ode_adams.hpp.

§ integrate_ode_bdf()

template<typename F , typename T_initial , typename T_param , typename T_t0 , typename T_ts >
std::vector<std::vector<return_type_t<T_initial, T_param, T_t0, T_ts> > > stan::math::integrate_ode_bdf ( const F &  f,
const std::vector< T_initial > &  y0,
const T_t0 &  t0,
const std::vector< T_ts > &  ts,
const std::vector< T_param > &  theta,
const std::vector< double > &  x,
const std::vector< int > &  x_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-10,
double  absolute_tolerance = 1e-10,
long int  max_num_steps = 1e8 
)

Definition at line 15 of file integrate_ode_bdf.hpp.

§ integrate_ode_rk45()

template<typename F , typename T1 , typename T2 , typename T_t0 , typename T_ts >
std::vector<std::vector<return_type_t<T1, T2, T_t0, T_ts> > > stan::math::integrate_ode_rk45 ( const F &  f,
const std::vector< T1 > &  y0,
const T_t0 &  t0,
const std::vector< T_ts > &  ts,
const std::vector< T2 > &  theta,
const std::vector< double > &  x,
const std::vector< int > &  x_int,
std::ostream *  msgs = nullptr,
double  relative_tolerance = 1e-6,
double  absolute_tolerance = 1e-6,
int  max_num_steps = 1E6 
)

Return the solutions for the specified system of ordinary differential equations given the specified initial state, initial times, times of desired solution, and parameters and data, writing error and warning messages to the specified stream.

Warning: If the system of equations is stiff, roughly defined by having varying time scales across dimensions, then this solver is likely to be slow.

This function is templated to allow the initial times to be either data or autodiff variables and the parameters to be data or autodiff variables. The autodiff-based implementation for reverse-mode are defined in namespace stan::math and may be invoked via argument-dependent lookup by including their headers.

This function uses the Dormand-Prince method as implemented in Boost's boost::numeric::odeint::runge_kutta_dopri5 integrator.

Template Parameters
Ftype of ODE system function.
T1type of scalars for initial values.
T2type of scalars for parameters.
T_t0type of scalar of initial time point.
T_tstype of time-points where ODE solution is returned.
Parameters
[in]ffunctor for the base ordinary differential equation.
[in]y0initial state.
[in]t0initial time.
[in]tstimes of the desired solutions, in strictly increasing order, all greater than the initial time.
[in]thetaparameter vector for the ODE.
[in]xcontinuous data vector for the ODE.
[in]x_intinteger data vector for the ODE.
[out]msgsthe print stream for warning messages.
[in]relative_tolerancerelative tolerance parameter for Boost's ode solver. Defaults to 1e-6.
[in]absolute_toleranceabsolute tolerance parameter for Boost's ode solver. Defaults to 1e-6.
[in]max_num_stepsmaximum number of steps to take within the Boost ode solver.
Returns
a vector of states, each state being a vector of the same size as the state variable, corresponding to a time in ts.

Definition at line 70 of file integrate_ode_rk45.hpp.

§ inv() [1/6]

double stan::math::inv ( double  x)
inline

Definition at line 10 of file inv.hpp.

§ inv() [2/6]

template<typename T >
fvar<T> stan::math::inv ( const fvar< T > &  x)
inline

Definition at line 12 of file inv.hpp.

§ inv() [3/6]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::inv ( const T &  x)
inline

Vectorized version of inv().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
1 divided by each value in x.

Definition at line 34 of file inv.hpp.

§ inv() [4/6]

var stan::math::inv ( const var a)
inline

\[ \mbox{inv}(x) = \begin{cases} \frac{1}{x} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{inv}(x)}{\partial x} = \begin{cases} -\frac{1}{x^2} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Definition at line 38 of file inv.hpp.

§ inv() [5/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of inv() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
1 divided by each value in x.

Definition at line 47 of file inv.hpp.

§ inv() [6/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv ( const Eigen::ArrayBase< Derived > &  x)
inline

Version of inv() that accepts Eigen Array or array expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
1 divided by each value in x.

Definition at line 60 of file inv.hpp.

§ inv_chi_square_lpdf()

template<typename T_y , typename T_dof >
return_type_t<T_y, T_dof> stan::math::inv_chi_square_lpdf ( const T_y &  y,
const T_dof &  nu 
)
inline

Definition at line 122 of file inv_chi_square_lpdf.hpp.

§ inv_cloglog() [1/6]

template<typename T >
fvar<T> stan::math::inv_cloglog ( const fvar< T > &  x)
inline

Definition at line 13 of file inv_cloglog.hpp.

§ inv_cloglog() [2/6]

var stan::math::inv_cloglog ( const var a)
inline

Return the inverse complementary log-log function applied specified variable (stan).

See inv_cloglog() for the double-based version.

The derivative is given by

\(\frac{d}{dx} \mbox{cloglog}^{-1}(x) = \exp (x - \exp (x))\).

Parameters
aVariable argument.
Returns
The inverse complementary log-log of the specified argument.

Definition at line 37 of file inv_cloglog.hpp.

§ inv_cloglog() [3/6]

double stan::math::inv_cloglog ( double  x)
inline

The inverse complementary log-log function.

The function is defined by

inv_cloglog(x) = 1 - exp(-exp(x)).

This function can be used to implement the inverse link function for complementary-log-log regression.

\[ \mbox{inv\_cloglog}(y) = \begin{cases} \mbox{cloglog}^{-1}(y) & \mbox{if } -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{inv\_cloglog}(y)}{\partial y} = \begin{cases} \frac{\partial\, \mbox{cloglog}^{-1}(y)}{\partial y} & \mbox{if } -\infty\leq y\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]

\[ \mbox{cloglog}^{-1}(y) = 1 - \exp \left( - \exp(y) \right) \]

\[ \frac{\partial \, \mbox{cloglog}^{-1}(y)}{\partial y} = \exp(y-\exp(y)) \]

Parameters
xArgument.
Returns
Inverse complementary log-log of the argument.

Definition at line 49 of file inv_cloglog.hpp.

§ inv_cloglog() [4/6]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::inv_cloglog ( const T &  x)
inline

Vectorized version of inv_cloglog().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
1 - exp(-exp()) applied to each value in x.

Definition at line 76 of file inv_cloglog.hpp.

§ inv_cloglog() [5/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv_cloglog ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of inv_cloglog() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
1 - exp(-exp()) applied to each value in x.

Definition at line 89 of file inv_cloglog.hpp.

§ inv_cloglog() [6/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv_cloglog ( const Eigen::ArrayBase< Derived > &  x)
inline

Version of inv_cloglog() that accepts Eigen Array or array expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
1 - exp(-exp()) applied to each value in x.

Definition at line 102 of file inv_cloglog.hpp.

§ inv_gamma_lccdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::inv_gamma_lccdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  beta 
)

Definition at line 19 of file inv_gamma_lccdf.hpp.

§ inv_gamma_lcdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::inv_gamma_lcdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  beta 
)

Definition at line 19 of file inv_gamma_lcdf.hpp.

§ inv_gamma_lpdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::inv_gamma_lpdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  beta 
)
inline

Definition at line 142 of file inv_gamma_lpdf.hpp.

§ inv_logit() [1/4]

template<typename T >
fvar<T> stan::math::inv_logit ( const fvar< T > &  x)
inline

Returns the inverse logit function applied to the argument.

Template Parameters
Tinner type of the fvar
Parameters
xargument
Returns
inverse logit of argument

Definition at line 20 of file inv_logit.hpp.

§ inv_logit() [2/4]

var stan::math::inv_logit ( const var a)
inline

The inverse logit function for variables (stan).

See inv_logit() for the double-based version.

The derivative of inverse logit is

\(\frac{d}{dx} \mbox{logit}^{-1}(x) = \mbox{logit}^{-1}(x) (1 - \mbox{logit}^{-1}(x))\).

Parameters
aArgument variable.
Returns
Inverse logit of argument.

Definition at line 32 of file inv_logit.hpp.

§ inv_logit() [3/4]

double stan::math::inv_logit ( double  a)
inline

Returns the inverse logit function applied to the argument.

The inverse logit function is defined by

\(\mbox{logit}^{-1}(x) = \frac{1}{1 + \exp(-x)}\).

This function can be used to implement the inverse link function for logistic regression.

The inverse to this function is logit.

\[ \mbox{inv\_logit}(y) = \begin{cases} \mbox{logit}^{-1}(y) & \mbox{if } -\infty\leq y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{inv\_logit}(y)}{\partial y} = \begin{cases} \frac{\partial\, \mbox{logit}^{-1}(y)}{\partial y} & \mbox{if } -\infty\leq y\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } y = \textrm{NaN} \end{cases} \]

\[ \mbox{logit}^{-1}(y) = \frac{1}{1 + \exp(-y)} \]

\[ \frac{\partial \, \mbox{logit}^{-1}(y)}{\partial y} = \frac{\exp(y)}{(\exp(y)+1)^2} \]

Parameters
aArgument.
Returns
Inverse logit of argument.

Definition at line 48 of file inv_logit.hpp.

§ inv_logit() [4/4]

template<typename T >
auto stan::math::inv_logit ( const T &  x)
inline

Vectorized version of inv_logit().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Inverse logit applied to each value in x.

Definition at line 82 of file inv_logit.hpp.

§ inv_Phi() [1/4]

template<typename T >
fvar<T> stan::math::inv_Phi ( const fvar< T > &  p)
inline

Definition at line 15 of file inv_Phi.hpp.

§ inv_Phi() [2/4]

double stan::math::inv_Phi ( double  p)
inline

The inverse of the unit normal cumulative distribution function.

The return value for a specified input probability, $p$, is the unit normal variate, $x$, such that

\(\Phi(x) = \int_{-\infty}^x \mbox{\sf Norm}(x|0, 1) \ dx = p\)

Algorithm first derived in 2003 by Peter Jon Aklam at http://home.online.no/~pjacklam/notes/invnorm/

Parameters
pArgument between 0 and 1.
Returns
Real number

Definition at line 29 of file inv_Phi.hpp.

§ inv_Phi() [3/4]

var stan::math::inv_Phi ( const var p)
inline

The inverse of unit normal cumulative density function.

See inv_Phi() for the double-based version.

The derivative is the reciprocal of unit normal density function,

Parameters
pProbability
Returns
The unit normal inverse cdf evaluated at p

Definition at line 34 of file inv_Phi.hpp.

§ inv_Phi() [4/4]

template<typename T >
auto stan::math::inv_Phi ( const T &  x)
inline

Vectorized version of inv_Phi().

Template Parameters
Ttype of container
Parameters
xvariables in range [0, 1]
Returns
Inverse unit normal CDF of each value in x.
Exceptions
std::domain_errorif any value is not between 0 and 1.

Definition at line 104 of file inv_Phi.hpp.

§ inv_sqrt() [1/6]

template<typename T >
fvar<T> stan::math::inv_sqrt ( const fvar< T > &  x)
inline

Definition at line 12 of file inv_sqrt.hpp.

§ inv_sqrt() [2/6]

double stan::math::inv_sqrt ( double  x)
inline

Definition at line 12 of file inv_sqrt.hpp.

§ inv_sqrt() [3/6]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::inv_sqrt ( const T &  x)
inline

Vectorized version of inv_sqrt().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
1 / sqrt of each value in x.

Definition at line 39 of file inv_sqrt.hpp.

§ inv_sqrt() [4/6]

var stan::math::inv_sqrt ( const var a)
inline

\[ \mbox{inv\_sqrt}(x) = \begin{cases} \frac{1}{\sqrt{x}} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{inv\_sqrt}(x)}{\partial x} = \begin{cases} -\frac{1}{2\sqrt{x^3}} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Definition at line 41 of file inv_sqrt.hpp.

§ inv_sqrt() [5/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv_sqrt ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of inv_sqrt() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 52 of file inv_sqrt.hpp.

§ inv_sqrt() [6/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::inv_sqrt ( const Eigen::ArrayBase< Derived > &  x)
inline

Version of inv_sqrt() that accepts Eigen Array or array expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 65 of file inv_sqrt.hpp.

§ inv_square() [1/4]

template<typename T >
fvar<T> stan::math::inv_square ( const fvar< T > &  x)
inline

Definition at line 12 of file inv_square.hpp.

§ inv_square() [2/4]

double stan::math::inv_square ( double  x)
inline

Definition at line 12 of file inv_square.hpp.

§ inv_square() [3/4]

template<typename T >
auto stan::math::inv_square ( const T &  x)
inline

Vectorized version of inv_square().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
1 / the square of each value in x.

Definition at line 22 of file inv_square.hpp.

§ inv_square() [4/4]

var stan::math::inv_square ( const var a)
inline

\[ \mbox{inv\_square}(x) = \begin{cases} \frac{1}{x^2} & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{inv\_square}(x)}{\partial x} = \begin{cases} -\frac{2}{x^3} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Definition at line 40 of file inv_square.hpp.

§ inv_wishart_lpdf()

template<typename T_y , typename T_dof , typename T_scale >
return_type_t<T_y, T_dof, T_scale> stan::math::inv_wishart_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  W,
const T_dof &  nu,
const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &  S 
)
inline

Definition at line 100 of file inv_wishart_lpdf.hpp.

§ inv_wishart_rng()

template<class RNG >
Eigen::MatrixXd stan::math::inv_wishart_rng ( double  nu,
const Eigen::MatrixXd &  S,
RNG &  rng 
)
inline

Definition at line 13 of file inv_wishart_rng.hpp.

§ invalid_argument() [1/2]

template<typename T >
void stan::math::invalid_argument ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1,
const char *  msg2 
)
inline

Throw an invalid_argument exception with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing invalid argument. This will allow us to change the behavior for all functions at once. The message is: "<function>: <name> <msg1><y><msg2>"

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
msg1Message to print before the variable
msg2Message to print after the variable
Exceptions
std::invalid_argument

Definition at line 27 of file invalid_argument.hpp.

§ invalid_argument() [2/2]

template<typename T >
void stan::math::invalid_argument ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1 
)
inline

Throw an invalid_argument exception with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing invalid argument. This will allow us to change the behavior for all functions at once. (We've already changed behavior multiple times up to Stan v2.5.0.) The message is: "<function>: <name> <msg1><y>"

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
msg1Message to print before the variable
Exceptions
std::invalid_argument

Definition at line 49 of file invalid_argument.hpp.

§ invalid_argument_vec() [1/2]

template<typename T >
void stan::math::invalid_argument_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg1,
const char *  msg2 
)
inline

Throw an invalid argument exception with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing invalid arguments. This will allow us to change the behavior for all functions at once. (We've already changed behavior multiple times up to Stan v2.5.0.) The message is: "<function>: <name>[<i+error_index>] <msg1><y>" where error_index is the value of stan::error_index::value which indicates whether the message should be 0 or 1 indexed.

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
iIndex
msg1Message to print before the variable
msg2Message to print after the variable
Exceptions
std::invalid_argument

Definition at line 32 of file invalid_argument_vec.hpp.

§ invalid_argument_vec() [2/2]

template<typename T >
void stan::math::invalid_argument_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg 
)
inline

Throw an invalid argument exception with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing invalid arguments. This will allow us to change the behavior for all functions at once. (We've already changed behavior multiple times up to Stan v2.5.0.) The message is: "<function>: <name>[<i+error_index>] <msg1><y>" where error_index is the value of stan::error_index::value which indicates whether the message should be 0 or 1 indexed.

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
iIndex
msgMessage to print before the variable
Exceptions
std::invalid_argument

Definition at line 60 of file invalid_argument_vec.hpp.

§ inverse() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::inverse ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 16 of file inverse.hpp.

§ inverse() [2/3]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::inverse ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the inverse of the specified matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified matrix.
Returns
Inverse of the matrix.

Definition at line 21 of file inverse.hpp.

§ inverse() [3/3]

matrix_v stan::math::inverse ( const matrix_v m)
inline

Reverse mode specialization of calculating the inverse of the matrix.

Parameters
mSpecified matrix.
Returns
Inverse of the matrix.

Definition at line 76 of file inverse.hpp.

§ inverse_softmax()

template<typename Vector >
void stan::math::inverse_softmax ( const Vector &  simplex,
Vector &  y 
)

Writes the inverse softmax of the simplex argument into the second argument.

See softmax for the inverse function and a definition of the relation.

The inverse softmax function is defined by

\(\mbox{inverse\_softmax}(x)[i] = \log x[i]\).

This function defines the inverse of softmax up to a scaling factor.

Because of the definition, values of 0.0 in the simplex are converted to negative infinity, and values of 1.0 are converted to 0.0.

There is no check that the input vector is a valid simplex vector.

Template Parameters
Vectortype of the simplex vector
Parameters
simplexSimplex vector input.
yVector into which the inverse softmax is written.
Exceptions
std::invalid_argumentif size of the input and output vectors differ.

Definition at line 36 of file inverse_softmax.hpp.

§ inverse_spd()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::inverse_spd ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)
inline

Returns the inverse of the specified symmetric, pos/neg-definite matrix.

Template Parameters
Ttype of elements in the matrix
Parameters
mSpecified matrix.
Returns
Inverse of the matrix.

Definition at line 18 of file inverse_spd.hpp.

§ is_aligned()

template<typename T >
bool stan::math::is_aligned ( T *  ptr,
unsigned int  bytes_aligned 
)

Return true if the specified pointer is aligned on the number of bytes.

This doesn't really make sense other than for powers of 2.

Parameters
ptrPointer to test.
bytes_alignedNumber of bytes of alignment required.
Returns
true if pointer is aligned.
Template Parameters
Typeof object to which pointer points.

Definition at line 29 of file stack_alloc.hpp.

§ is_any_nan() [1/2]

template<typename T >
bool stan::math::is_any_nan ( T &&  x)
inline

Returns true if the input is NaN and false otherwise.

Delegates to stan::math::is_nan so that appropriate specializations can be loaded for autodiff types.

Parameters
xValue to test.
Returns
true if the value is NaN.

Definition at line 21 of file is_any_nan.hpp.

§ is_any_nan() [2/2]

template<typename T , typename... Ts>
bool stan::math::is_any_nan ( T &&  x,
Ts &&...  xs 
)
inline

Returns true if any input is NaN and false otherwise.

Delegates to stan::math::is_nan.

Parameters
xfirst argument
xsparameter pack of remaining arguments to forward to function
Returns
true if any value is NaN

Definition at line 35 of file is_any_nan.hpp.

§ is_cholesky_factor()

template<typename T_y >
bool stan::math::is_cholesky_factor ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true if y is a valid Cholesky factor, if number of rows is not less than the number of columns, if there are no 0 columns, and no element in matrix is NaN.

A Cholesky factor is a lower triangular matrix whose diagonal elements are all positive. Note that Cholesky factors need not be square, but require at least as many rows M as columns N (i.e., M >= N).

Template Parameters
T_yType of elements of Cholesky factor, requires class method .rows(), .cols(), and .diagonal()
Parameters
yMatrix to test
Returns
true if y is a valid Cholesky factor, if number of rows is not less than the number of columns, if there are no 0 columns, and no element in matrix is NaN

Definition at line 29 of file is_cholesky_factor.hpp.

§ is_cholesky_factor_corr()

template<typename T_y >
bool stan::math::is_cholesky_factor_corr ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true if y is a valid Cholesky factor, if the number of rows is not less than the number of columns, if there are no zero columns, and no element in matrix is NaN.

A Cholesky factor is a lower triangular matrix whose diagonal elements are all positive. This definition does not require a square matrix.

Template Parameters
T_yType of elements of Cholesky factor, requires class methods .rows(), .row(), and .transpose()
Parameters
yMatrix to test
Returns
true if y is a valid Cholesky factor, if the number of rows is not less than the number of columns, if there are no 0 columns, and no element in matrix is NaN

Definition at line 26 of file is_cholesky_factor_corr.hpp.

§ is_column_index()

template<typename T_y , int R, int C>
bool stan::math::is_column_index ( const Eigen::Matrix< T_y, R, C > &  y,
size_t  i 
)
inline

Return true if column index is in bounds.

By default this is a 1-indexed check (as opposed to zero-indexed). Behavior can be changed by setting stan::error_index::value.

Template Parameters
T_yType of scalar, requires class method .cols()
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
ymatrix to test
icolumn index to check
Returns
true if column index is in bounds

Definition at line 22 of file is_column_index.hpp.

§ is_corr_matrix()

template<typename T_y >
bool stan::math::is_corr_matrix ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true if the matrix is square and not 0x0, if the matrix is symmetric, diagonals are near 1, positive definite, and no elements are NaN A valid correlation matrix is symmetric, has a unit diagonal (all 1 values), and has all values between -1 and 1 (inclusive).

Template Parameters
T_yType of scalar, requires class method .rows() and .cols()
Parameters
yMatrix to test
Returns
true if the matrix is square and not 0x0, if the matrix is symmetric, diagonals are near 1, positive definite, and no elements are NaN

Definition at line 30 of file is_corr_matrix.hpp.

§ is_inf() [1/3]

bool stan::math::is_inf ( double  x)
inline

Returns true if the input is infinite and false otherwise.

Delegates to std::isinf.

Parameters
xValue to test.
Returns
true if the value is infinite.

Definition at line 18 of file is_inf.hpp.

§ is_inf() [2/3]

int stan::math::is_inf ( const var v)
inline

Returns 1 if the input's value is infinite and 0 otherwise.

Delegates to is_inf.

Parameters
vValue to test.
Returns
1 if the value is infinite and 0 otherwise.

Definition at line 20 of file is_inf.hpp.

§ is_inf() [3/3]

template<typename T >
int stan::math::is_inf ( const fvar< T > &  x)
inline

Returns 1 if the input's value is infinite and 0 otherwise.

Delegates to is_inf.

Template Parameters
Tinner type of the fvar
Parameters
xValue to test.
Returns
1 if the value is infinite and 0 otherwise.

Definition at line 21 of file is_inf.hpp.

§ is_integer()

template<typename T >
bool stan::math::is_integer ( x)
inline

Returns true if the input is an integer and false otherwise.

Parameters
xValue to test.
Returns
true if the value is an integer

Definition at line 17 of file is_integer.hpp.

§ is_ldlt_factor()

template<typename T , int R, int C>
bool stan::math::is_ldlt_factor ( LDLT_factor< T, R, C > &  A)
inline

Return true if the specified LDLT factor is invalid.

An LDLT_factor is invalid if it was constructed from a matrix that is not positive definite. The check is that the .success() method returns true.

Template Parameters
TType of scalar, requires class access to .success()
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
AThe LDLT factor to check for validity
Returns
true if the LDLT factor is valid

Definition at line 23 of file is_ldlt_factor.hpp.

§ is_less_or_equal()

template<typename T_y , typename T_high >
bool stan::math::is_less_or_equal ( const T_y &  y,
const T_high &  high 
)
inline

Return true if y is less or equal to high.

This function is vectorized and will check each element of y against each element of high.

Template Parameters
T_yType of y
T_highType of upper bound
Parameters
yVariable to check
highUpper bound
Returns
true if y is less than or equal to low and if and element of y or high is NaN

Definition at line 22 of file is_less_or_equal.hpp.

§ is_lower_triangular()

template<typename T_y >
bool stan::math::is_lower_triangular ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true is matrix is lower triangular.

A matrix x is not lower triangular if there is a non-zero entry x[m, n] with m < n. This function only inspect the upper and triangular portion of the matrix, not including the diagonal.

Template Parameters
TType of scalar of the matrix
Parameters
yMatrix to test
Returns
true is matrix is lower triangular

Definition at line 24 of file is_lower_triangular.hpp.

§ is_mat_finite()

template<typename T , int R, int C>
bool stan::math::is_mat_finite ( const Eigen::Matrix< T, R, C > &  y)
inline

Return true is the specified matrix is finite.

Template Parameters
TScalar type of the matrix, requires class method .allFinite()
Rnumber of rows or Eigen::Dynamic
Cnumber of columns or Eigen::Dynamic
Parameters
yMatrix to test
Returns
true if the matrix is finite

Definition at line 20 of file is_mat_finite.hpp.

§ is_matching_dims() [1/2]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
bool stan::math::is_matching_dims ( const Eigen::Matrix< T1, R1, C1 > &  y1,
const Eigen::Matrix< T2, R2, C2 > &  y2 
)
inline

Return true if the two matrices are of the same size.

This function checks the runtime sizes only.

Template Parameters
T1Scalar type of the first matrix, requires class method .size()
T2Scalar type of the second matrix, requires class method .size()
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
y1first matrix to test
y2second matrix to test
Returns
true if the dimensions of the matrices match

Definition at line 27 of file is_matching_dims.hpp.

§ is_matching_dims() [2/2]

template<bool check_compile, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
bool stan::math::is_matching_dims ( const Eigen::Matrix< T1, R1, C1 > &  y1,
const Eigen::Matrix< T2, R2, C2 > &  y2 
)
inline

Return true if the two matrices are of the same size.

This function checks the runtime sizes and can also check the static sizes as well. For example, a 4x1 matrix is not the same as a vector with 4 elements.

Template Parameters
check_compileWhether to check the static sizes
T1Scalar type of the first matrix
T2Scalar type of the second matrix
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
y1first matrix to test
y2second matrix to test
Returns
true if the dimensions of the matrices match

Definition at line 51 of file is_matching_dims.hpp.

§ is_matching_size()

template<typename T_y1 , typename T_y2 >
bool stan::math::is_matching_size ( const T_y1 &  y1,
const T_y2 &  y2 
)
inline

Return true if two structures are the same size.

This is a top-level sizing function for std::vector where a 2x3 vector returns 2, and a total sizing function for Eigen::Matrix where a 2x3 matrix will return 6.

Template Parameters
T_y1Type of the first variable, requires class method .size()
T_y2Type of the second variable, requires class method .size()
Parameters
y1First variable
y2Second variable
Returns
true if the variable sizes match

Definition at line 24 of file is_matching_size.hpp.

§ is_nan() [1/3]

template<typename T , typename = require_arithmetic_t<T>>
bool stan::math::is_nan ( x)
inline

Returns true if the input is NaN and false otherwise.

Delegates to std::isnan.

Parameters
xValue to test.
Returns
true if the value is NaN.

Definition at line 19 of file is_nan.hpp.

§ is_nan() [2/3]

bool stan::math::is_nan ( const var v)
inline

Returns 1 if the input's value is NaN and 0 otherwise.

Delegates to is_nan(double).

Template Parameters
Ttype of input
Parameters
vvalue to test
Returns
1 if the value is NaN and 0 otherwise.

Definition at line 20 of file is_nan.hpp.

§ is_nan() [3/3]

template<typename T , require_fvar_t< T > ...>
bool stan::math::is_nan ( T &&  x)
inline

Returns 1 if the input's value is NaN and 0 otherwise.

Delegates to is_nan.

Template Parameters
Tinner type of the fvar
Parameters
xValue to test.
Returns
1 if the value is NaN and 0 otherwise.

Definition at line 22 of file is_nan.hpp.

§ is_nonpositive_integer()

template<typename T >
bool stan::math::is_nonpositive_integer ( x)
inline

Returns true if the input is a nonpositive integer and false otherwise.

Parameters
xValue to test.
Returns
true if the value is an integer

Definition at line 17 of file is_nonpositive_integer.hpp.

§ is_nonzero_size()

template<typename T_y >
bool stan::math::is_nonzero_size ( const T_y &  y)
inline

Returns true if the specified matrix/vector is size nonzero.

Template Parameters
T_yType of container, requires class method .size()
Parameters
yContainer to test – matrix/vector
Returns
true if container has size zero

Definition at line 15 of file is_nonzero_size.hpp.

§ is_not_nan()

template<typename T_y >
bool stan::math::is_not_nan ( const T_y &  y)
inline

Return true if y is not NaN.

This function is vectorized and will check each element of y. If no element is NaN, this function will return true.

Template Parameters
T_yType of y
Parameters
yVariable to check
Returns
true if no element of y is NaN

Definition at line 21 of file is_not_nan.hpp.

§ is_ordered()

template<typename T_y >
bool stan::math::is_ordered ( const std::vector< T_y > &  y)
inline

Return true if the vector is sorted into strictly increasing order.

Template Parameters
T_yType of scalar, requires class method .size()
Parameters
ystd::vector to test
Returns
true if vector is sorted in ascending order

Definition at line 19 of file is_ordered.hpp.

§ is_pos_definite() [1/3]

template<typename T_y >
bool stan::math::is_pos_definite ( const Eigen::Matrix< T_y, -1, -1 > &  y)
inline

Return true if the matrix is square or if the matrix has non-zero size, or if the matrix is symmetric, or if it is positive definite, or if no element is NaN.

Template Parameters
T_yType of scalar of the matrix, requires class method .rows()
Parameters
yMatrix to test
Returns
true if the matrix is square or if the matrix has non-0 size, or if the matrix is symmetric, or if it is positive definite, or if no element is NaN

Definition at line 27 of file is_pos_definite.hpp.

§ is_pos_definite() [2/3]

template<typename Derived >
bool stan::math::is_pos_definite ( const Eigen::LDLT< Derived > &  cholesky)
inline

Return true if the matrix is positive definite.

Template Parameters
DerivedDerived type of the Eigen::LDLT transform, requires class method .info() and .isPositive() and .vectorD().array()
Parameters
choleskyEigen::LDLT to test, whose progenitor must not have any NaN elements
Returns
true if the matrix is positive definite

Definition at line 55 of file is_pos_definite.hpp.

§ is_pos_definite() [3/3]

template<typename Derived >
bool stan::math::is_pos_definite ( const Eigen::LLT< Derived > &  cholesky)
inline

Return true if diagonal of the L matrix is positive.

Template Parameters
DerivedDerived type of the Eigen::LLT transform, requires class method .info() and .matrixLLT().diagonal().array()
Parameters
choleskyEigen::LLT to test, whose progenitor must not have any NaN elements
Returns
true if diagonal of the L matrix is positive

Definition at line 70 of file is_pos_definite.hpp.

§ is_positive() [1/2]

template<typename T_y >
bool stan::math::is_positive ( const T_y &  y)
inline

Return true if y is positive.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
yVariable to check
Returns
true if vector contains only positive elements

Definition at line 18 of file is_positive.hpp.

§ is_positive() [2/2]

bool stan::math::is_positive ( int  size)
inline

Return true if size is positive.

Parameters
sizeSize value to check
Returns
true if size is not zero or negative

Definition at line 32 of file is_positive.hpp.

§ is_scal_finite()

template<typename T_y >
bool stan::math::is_scal_finite ( const T_y &  y)
inline

Return true if y is finite.

This function is vectorized and will check each element of y.

Template Parameters
T_yType of y
Parameters
yVariable to check
Exceptions
<code>true</code>if y is not infinity, -infinity, or NaN

Definition at line 20 of file is_scal_finite.hpp.

§ is_size_match()

template<typename T_size1 , typename T_size2 >
bool stan::math::is_size_match ( T_size1  i,
T_size2  j 
)
inline

Return true if the provided sizes match.

Template Parameters
T_size1Type of size 1
T_size2Type of size 2
Parameters
iSize of variable 1
jSize of variable 2
Returns
true if provided dimensions match

Definition at line 17 of file is_size_match.hpp.

§ is_square()

template<typename T_y >
bool stan::math::is_square ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true if the matrix is square.

This check allows 0x0 matrices.

Template Parameters
TType of scalar, requires class method .rows() and .cols()
Parameters
yMatrix to test
Returns
true if matrix is square

Definition at line 20 of file is_square.hpp.

§ is_symmetric()

template<typename T_y >
bool stan::math::is_symmetric ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y)
inline

Return true if the matrix is square, and no element not on the main diagonal is NaN.

Template Parameters
T_yType of scalar, requires class method .rows()
Parameters
yMatrix to test
Returns
true if the matrix is square, and no element not on the main diagonal is NaN

Definition at line 23 of file is_symmetric.hpp.

§ is_uninitialized() [1/2]

template<typename T >
bool stan::math::is_uninitialized ( x)
inline

Returns true if the specified variable is uninitialized.

Arithmetic types are always initialized by definition (the value is not specified).

Template Parameters
TType of object to test.
Parameters
xObject to test.
Returns
true if the specified object is uninitialized.
false if input is NaN.

Definition at line 19 of file is_uninitialized.hpp.

§ is_uninitialized() [2/2]

bool stan::math::is_uninitialized ( var  x)
inline

Returns true if the specified variable is uninitialized.

This overload of the is_uninitialized() function delegates the return to the is_uninitialized() method on the specified variable.

Parameters
xObject to test.
Returns
true if the specified object is uninitialized.

Definition at line 23 of file is_uninitialized.hpp.

§ is_unit_vector()

template<typename T_prob >
bool stan::math::is_unit_vector ( const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta)
inline

Return true if the vector is not a unit vector or if any element is NaN.

A valid unit vector is one where the square elements summed is equal to 1. This function tests that the sum is within the tolerance specified by CONSTRAINT_TOLERANCE. This function only accpets Eigen::Matrix vectors, statically typed vectors, not general matrices with 1 column.

Template Parameters
T_probScalar type of the vector, reqires class method .squaredNorm()
Parameters
thetaEigen vector to test
Returns
true if the vector is not a unit vector or if any element is NaN

Definition at line 27 of file is_unit_vector.hpp.

§ isfinite()

template<typename ADType , require_autodiff_t< ADType > ...>
bool stan::math::isfinite ( ADType &&  v)
inline

Return true if specified argument is finite (not infinite and not not-a-number).

Overloads std::isfinite from <cmath> for argument-dependent lookup.

Template Parameters
ADTypetype of argument
Parameters
[in]vargument
Returns
true if argument is finite

Definition at line 21 of file isfinite.hpp.

§ isinf()

template<typename ADType , require_autodiff_t< ADType > ...>
bool stan::math::isinf ( ADType &&  v)
inline

Return true if specified argument is infinite (positive or negative).

Overloads std::isinf from <cmath> for argument-dependent lookup.

Template Parameters
ADTypetype of argument
Parameters
[in]vargument
Returns
true if argument is infinite

Definition at line 21 of file isinf.hpp.

§ isnan()

template<typename ADType , require_autodiff_t< ADType > ...>
bool stan::math::isnan ( ADType &&  v)
inline

Return true if specified argument is not-a-number.

Overloads std::isnan from <cmath> for argument-dependent lookup.

Template Parameters
ADTypetype of argument
Parameters
[in]vargument
Returns
true if argument is not-a-number

Definition at line 20 of file isnan.hpp.

§ isnormal()

template<typename ADType , require_autodiff_t< ADType > ...>
bool stan::math::isnormal ( ADType &&  v)
inline

Return true if specified argument is normal.

A number is normal if it is finite, non-zero and not subnormal.

Overloads std::isnormal from <cmath> for argument-dependent lookup.

Template Parameters
ADTypetype of argument
Parameters
[in]vargument
Returns
true if argument is normal

Definition at line 21 of file isnormal.hpp.

§ jacobian() [1/2]

template<typename T , typename F >
void stan::math::jacobian ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
Eigen::Matrix< T, Eigen::Dynamic, 1 > &  fx,
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  J 
)

Definition at line 11 of file jacobian.hpp.

§ jacobian() [2/2]

template<typename F >
void stan::math::jacobian ( const F &  f,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  x,
Eigen::Matrix< double, Eigen::Dynamic, 1 > &  fx,
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  J 
)

Definition at line 14 of file jacobian.hpp.

§ kinsol_solve()

template<typename F1 , typename F2 = kinsol_J_f>
Eigen::VectorXd stan::math::kinsol_solve ( const F1 &  f,
const Eigen::VectorXd &  x,
const Eigen::VectorXd &  y,
const std::vector< double > &  dat,
const std::vector< int > &  dat_int,
std::ostream *  msgs = nullptr,
double  scaling_step_tol = 1e-3,
double  function_tolerance = 1e-6,
long int  max_num_steps = 200,
bool  custom_jacobian = 1,
const F2 &  J_f = kinsol_J_f(),
int  steps_eval_jacobian = 10,
int  global_line_search = KIN_LINESEARCH 
)

Return the solution to the specified algebraic system, given an initial guess.

Invokes the Kinsol solver from Sundials.

Template Parameters
Ftype of equation system function.
Ttype of initial guess vector.
Parameters
[in]fFunctor that evaluated the system of equations.
[in]xVector of starting values.
[in]yParameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[in]datContinuous data vector for the equation system.
[in]dat_intInteger data vector for the equation system.
[in,out]msgsThe print stream for warning messages.
[in]scaling_step_tolScaled-step stopping tolerance. If a Newton step is smaller than the scaling step tolerance, the code breaks, assuming the solver is no longer making significant progress (i.e. is stuck)
[in]function_tolerancedetermines whether roots are acceptable.
[in]max_num_stepsMaximum number of function evaluations.
[in]custom_jacobianIf 0, use Kinsol's default to compute the jacobian for the Newton step, namely Quotient Difference (finite difference). If 1, use reverse-mode AD, unless the user specifies their own method.
[in]J_fA functor that computes the Jacobian for the Newton step. Defaults to reverse-mode AD.
[in]steps_eval_jacobianMaximum number of steps before the Jacobian gets recomputed. Note that Kinsol's default is 10. If equal to 1, the algorithm computes exact Newton steps.
[in]global_line_searchdoes the solver use a global line search? If equal to KIN_NONE, no, if KIN_LINESEARCH, yes.
Returns
x_solution Vector of solutions to the system of equations.
Exceptions
<code>std::invalid_argument</code>if Kinsol returns a negative flag when setting up the solver.
<code>boost::math::evaluation_error</code>if Kinsol returns a negative flag after attempting to solve the equation.

Definition at line 57 of file kinsol_solve.hpp.

§ lb_constrain() [1/2]

template<typename T , typename L >
return_type_t<T, L> stan::math::lb_constrain ( const T &  x,
const L &  lb 
)
inline

Return the lower-bounded value for the specified unconstrained input and specified lower bound.

The transform applied is

\(f(x) = \exp(x) + L\)

where \(L\) is the constant lower bound.

If the lower bound is negative infinity, this function reduces to identity_constrain(x).

Template Parameters
Ttype of scalar
Ltype of lower bound
Parameters
[in]xUnconstrained scalar input
[in]lblower bound on constrained ouptut
Returns
lower bound constrained value correspdonding to inputs

Definition at line 32 of file lb_constrain.hpp.

§ lb_constrain() [2/2]

template<typename T , typename L >
return_type_t<T, L> stan::math::lb_constrain ( const T &  x,
const L &  lb,
T &  lp 
)
inline

Return the lower-bounded value for the speicifed unconstrained input and specified lower bound, incrementing the specified reference with the log absolute Jacobian determinant of the transform.

If the lower bound is negative infinity, this function reduces to identity_constraint(x, lp).

Template Parameters
Ttype of scalar.
Ltype of lower bound.
Parameters
[in]xunconstrained scalar input
[in]lblower bound on output
[in,out]lpReference to log probability to increment.
Returns
lower-bound constrained value corresponding to inputs

Definition at line 57 of file lb_constrain.hpp.

§ lb_free()

template<typename T , typename L >
return_type_t<T, L> stan::math::lb_free ( const T &  y,
const L &  lb 
)
inline

Return the unconstrained value that produces the specified lower-bound constrained value.

If the lower bound is negative infinity, it is ignored and the function reduces to identity_free(y).

Template Parameters
Ttype of scalar
Ltype of lower bound
Parameters
[in]yinput scalar
[in]lblower bound
Returns
unconstrained value that produces the input when constrained
Exceptions
std::domain_errorif y is lower than the lower bound

Definition at line 29 of file lb_free.hpp.

§ lbeta() [1/7]

template<typename T >
fvar<T> stan::math::lbeta ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 14 of file lbeta.hpp.

§ lbeta() [2/7]

template<typename T >
fvar<T> stan::math::lbeta ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 21 of file lbeta.hpp.

§ lbeta() [3/7]

template<typename T >
fvar<T> stan::math::lbeta ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 27 of file lbeta.hpp.

§ lbeta() [4/7]

var stan::math::lbeta ( const var a,
const var b 
)
inline

Definition at line 64 of file lbeta.hpp.

§ lbeta() [5/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::lbeta ( const T1  a,
const T2  b 
)

Return the log of the beta function applied to the specified arguments.

The beta function is defined for \(a > 0\) and \(b > 0\) by

\(\mbox{B}(a, b) = \frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)}\).

This function returns its log,

\(\log \mbox{B}(a, b) = \log \Gamma(a) + \log \Gamma(b) - \log \Gamma(a+b)\).

See stan::math::lgamma() for the double-based and stan::math for the variable-based log Gamma function. This function is numerically more stable than naive evaluation via lgamma.

\[ \mbox{lbeta}(\alpha, \beta) = \begin{cases} \ln\int_0^1 u^{\alpha - 1} (1 - u)^{\beta - 1} \, du & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{lbeta}(\alpha, \beta)}{\partial \alpha} = \begin{cases} \Psi(\alpha)-\Psi(\alpha+\beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{lbeta}(\alpha, \beta)}{\partial \beta} = \begin{cases} \Psi(\beta)-\Psi(\alpha+\beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first value
T2type of second value
Parameters
aFirst value
bSecond value
Returns
Log of the beta function applied to the two values.

Definition at line 66 of file lbeta.hpp.

§ lbeta() [6/7]

var stan::math::lbeta ( const var a,
double  b 
)
inline

Definition at line 83 of file lbeta.hpp.

§ lbeta() [7/7]

var stan::math::lbeta ( double  a,
const var b 
)
inline

Definition at line 102 of file lbeta.hpp.

§ ldexp() [1/3]

var stan::math::ldexp ( const var a,
int  b 
)
inline

Definition at line 19 of file ldexp.hpp.

§ ldexp() [2/3]

template<typename T1 , typename = require_arithmetic_t<T1>>
double stan::math::ldexp ( T1  a,
int  b 
)
inline

Returns the product of a (the significand) and 2 to power b (the exponent).

Template Parameters
T1scalar type of significand
Parameters
[in]athe significand
[in]ban integer that is the exponent
Returns
product of a times 2 to the power b

Definition at line 20 of file ldexp.hpp.

§ ldexp() [3/3]

template<typename T >
fvar<T> stan::math::ldexp ( const fvar< T > &  a,
int  b 
)
inline

Returns the product of a (the significand) times 2 to power b (the exponent).

Template Parameters
Tinner type of the fvar
Parameters
[in]athe significand
[in]ban integer that is the exponent
Returns
product of a times 2 to the power b

Definition at line 21 of file ldexp.hpp.

§ lgamma() [1/5]

template<typename T >
fvar<T> stan::math::lgamma ( const fvar< T > &  x)
inline

Return the natural logarithm of the gamma function applied to the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
Returns
natural logarithm of the gamma function of argument.

Definition at line 21 of file lgamma.hpp.

§ lgamma() [2/5]

var stan::math::lgamma ( const var a)
inline

The log gamma function for variables (C99).

The derivatie is the digamma function,

\(\frac{d}{dx} \Gamma(x) = \psi^{(0)}(x)\).

Parameters
aThe variable.
Returns
Log gamma of the variable.

Definition at line 30 of file lgamma.hpp.

§ lgamma() [3/5]

double stan::math::lgamma ( double  x)
inline

Return the natural logarithm of the gamma function applied to the specified argument.

\[ \mbox{lgamma}(x) = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \ln\Gamma(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{lgamma}(x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \Psi(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
xargument
Returns
natural logarithm of the gamma function applied to argument

Definition at line 62 of file lgamma.hpp.

§ lgamma() [4/5]

double stan::math::lgamma ( int  x)
inline

Return the natural logarithm of the gamma function applied to the specified argument.

Parameters
xargument
Returns
natural logarithm of the gamma function applied to argument

Definition at line 81 of file lgamma.hpp.

§ lgamma() [5/5]

template<typename T >
auto stan::math::lgamma ( const T &  x)
inline

Vectorized version of lgamma().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Natural log of the gamma function applied to each value in x.
Exceptions
std::domain_errorif any value is a negative integer or 0.

Definition at line 117 of file lgamma.hpp.

§ lgamma_stirling()

template<typename T >
return_type_t<T> stan::math::lgamma_stirling ( const T  x)

Return the Stirling approximation to the lgamma function.

\[ \mbox{lgamma_stirling}(x) = \frac{1}{2} \log(2\pi) + (x-\frac{1}{2})*\log(x) - x \]

Template Parameters
Ttype of value
Parameters
xvalue
Returns
Stirling's approximation to lgamma(x).

Definition at line 25 of file lgamma_stirling.hpp.

§ lgamma_stirling_diff()

template<typename T >
return_type_t<T> stan::math::lgamma_stirling_diff ( const T  x)

Return the difference between log of the gamma function and its Stirling approximation.

This is useful to stably compute log of ratios of gamma functions with large arguments where the Stirling approximation allows for analytic solution and the (small) differences can be added afterwards. This is for example used in the implementation of lbeta.

The function will return correct value for all arguments, but using it can lead to a loss of precision when x < lgamma_stirling_diff_useful.

\[ \mbox{lgamma_stirling_diff}(x) = \log(\Gamma(x)) - \frac{1}{2} \log(2\pi) + (x-\frac{1}{2})*\log(x) - x \]

Template Parameters
Ttype of value
Parameters
xvalue
Returns
Difference between lgamma(x) and its Stirling approximation.

Definition at line 42 of file lgamma_stirling_diff.hpp.

§ lkj_corr_cholesky_lpdf() [1/2]

template<bool propto, typename T_covar , typename T_shape >
return_type_t<T_covar, T_shape> stan::math::lkj_corr_cholesky_lpdf ( const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &  L,
const T_shape &  eta 
)

Definition at line 17 of file lkj_corr_cholesky_lpdf.hpp.

§ lkj_corr_cholesky_lpdf() [2/2]

template<typename T_covar , typename T_shape >
return_type_t<T_covar, T_shape> stan::math::lkj_corr_cholesky_lpdf ( const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &  L,
const T_shape &  eta 
)
inline

Definition at line 55 of file lkj_corr_cholesky_lpdf.hpp.

§ lkj_corr_cholesky_rng()

template<class RNG >
Eigen::MatrixXd stan::math::lkj_corr_cholesky_rng ( size_t  K,
double  eta,
RNG &  rng 
)
inline

Definition at line 13 of file lkj_corr_cholesky_rng.hpp.

§ lkj_corr_lpdf() [1/2]

template<bool propto, typename T_y , typename T_shape >
return_type_t<T_y, T_shape> stan::math::lkj_corr_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const T_shape &  eta 
)

Definition at line 48 of file lkj_corr_lpdf.hpp.

§ lkj_corr_lpdf() [2/2]

template<typename T_y , typename T_shape >
return_type_t<T_y, T_shape> stan::math::lkj_corr_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const T_shape &  eta 
)
inline

Definition at line 80 of file lkj_corr_lpdf.hpp.

§ lkj_cov_lpdf() [1/4]

template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::lkj_cov_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &  mu,
const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &  sigma,
const T_shape &  eta 
)

Definition at line 16 of file lkj_cov_lpdf.hpp.

§ lkj_cov_lpdf() [2/4]

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::lkj_cov_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &  mu,
const Eigen::Matrix< T_scale, Eigen::Dynamic, 1 > &  sigma,
const T_shape &  eta 
)
inline

Definition at line 52 of file lkj_cov_lpdf.hpp.

§ lkj_cov_lpdf() [3/4]

template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::lkj_cov_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  eta 
)

Definition at line 64 of file lkj_cov_lpdf.hpp.

§ lkj_cov_lpdf() [4/4]

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::lkj_cov_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  eta 
)
inline

Definition at line 93 of file lkj_cov_lpdf.hpp.

§ lmgamma() [1/3]

template<typename T >
fvar<return_type_t<T, int> > stan::math::lmgamma ( int  x1,
const fvar< T > &  x2 
)
inline

Definition at line 14 of file lmgamma.hpp.

§ lmgamma() [2/3]

var stan::math::lmgamma ( int  a,
const var b 
)
inline

Definition at line 27 of file lmgamma.hpp.

§ lmgamma() [3/3]

template<typename T >
return_type_t<T> stan::math::lmgamma ( int  k,
x 
)
inline

Return the natural logarithm of the multivariate gamma function with the specified dimensions and argument.

The multivariate gamma function \(\Gamma_k(x)\) for dimensionality \(k\) and argument \(x\) is defined by

\(\Gamma_k(x) = \pi^{k(k-1)/4} \, \prod_{j=1}^k \Gamma(x + (1 - j)/2)\),

where \(\Gamma()\) is the gamma function.

\[ \mbox{lmgamma}(n, x) = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \ln\Gamma_n(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{lmgamma}(n, x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \frac{\partial\, \ln\Gamma_n(x)}{\partial x} & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \ln\Gamma_n(x) = \pi^{n(n-1)/4} \, \prod_{j=1}^n \Gamma(x + (1 - j)/2) \]

\[ \frac{\partial \, \ln\Gamma_n(x)}{\partial x} = \sum_{j=1}^n \Psi(x + (1 - j) / 2) \]

Template Parameters
Ttype of scalar
Parameters
kNumber of dimensions.
xFunction argument.
Returns
Natural log of the multivariate gamma function.

Definition at line 53 of file lmgamma.hpp.

§ log() [1/5]

template<typename T >
fvar<T> stan::math::log ( const fvar< T > &  x)
inline

Definition at line 13 of file log.hpp.

§ log() [2/5]

double stan::math::log ( int  x)
inline

Return the natural log of the specified argument.

This version is required to disambiguate log(int).

Parameters
[in]xArgument.
Returns
Natural log of argument.

Definition at line 19 of file log.hpp.

§ log() [3/5]

var stan::math::log ( const var a)
inline

Return the natural log of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \log x = \frac{1}{x}\).

\[ \mbox{log}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < 0\\ \ln(x) & \mbox{if } x \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < 0\\ \frac{1}{x} & \mbox{if } x\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable whose log is taken.
Returns
Natural log of variable.

Definition at line 47 of file log.hpp.

§ log() [4/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::log ( const T &  x)
inline

Return the elementwise natural log of the specified argument, which may be a scalar or any Stan container of numeric scalars.

The return type is the same as the argument type.

Template Parameters
Ttype of container
Parameters
[in]xcontainer
Returns
Elementwise application of natural log to the argument.

Definition at line 49 of file log.hpp.

§ log() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::log ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of log() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 62 of file log.hpp.

§ log10() [1/5]

template<typename T >
fvar<T> stan::math::log10 ( const fvar< T > &  x)
inline

Definition at line 13 of file log10.hpp.

§ log10() [2/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::log10 ( const T &  x)
inline

Vectorized version of log10().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Log base-10 applied to each value in x.

Definition at line 34 of file log10.hpp.

§ log10() [3/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::log10 ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of log10() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Arc cosine of each variable in the container, in radians.

Definition at line 47 of file log10.hpp.

§ log10() [4/5]

var stan::math::log10 ( const var a)
inline

Return the base 10 log of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \log_{10} x = \frac{1}{x \log 10}\).

\[ \mbox{log10}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < 0\\ \log_{10}(x) & \mbox{if } x \geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log10}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < 0\\ \frac{1}{x \ln10} & \mbox{if } x\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable whose log is taken.
Returns
Base 10 log of variable.

Definition at line 51 of file log10.hpp.

§ log10() [5/5]

double stan::math::log10 ( )
inline

Returns the natural logarithm of ten.

Returns
Natural logarithm of ten.

Definition at line 214 of file constants.hpp.

§ log1m() [1/4]

template<typename T >
fvar<T> stan::math::log1m ( const fvar< T > &  x)
inline

Definition at line 12 of file log1m.hpp.

§ log1m() [2/4]

var stan::math::log1m ( const var a)
inline

The log (1 - x) function for variables.

The derivative is given by

\(\frac{d}{dx} \log (1 - x) = -\frac{1}{1 - x}\).

Parameters
aThe variable.
Returns
The variable representing log of 1 minus the variable.

Definition at line 29 of file log1m.hpp.

§ log1m() [3/4]

double stan::math::log1m ( double  x)
inline

Return the natural logarithm of one minus the specified value.

The main use of this function is to cut down on intermediate values during algorithmic differentiation.

\[ \mbox{log1m}(x) = \begin{cases} \ln(1-x) & \mbox{if } x \leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log1m}(x)}{\partial x} = \begin{cases} -\frac{1}{1-x} & \mbox{if } x \leq 1 \\ \textrm{NaN} & \mbox{if } x > 1\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
[in]xArgument.
Returns
Natural log of one minus the argument.
Exceptions
<code>std::domain_error</code>If the argument is greater than 1.
<code>std::overflow_error</code>If the computation overflows.

Definition at line 41 of file log1m.hpp.

§ log1m() [4/4]

template<typename T >
auto stan::math::log1m ( const T &  x)
inline

Vectorized version of log1m().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Natural log of 1 minus each value in x.

Definition at line 70 of file log1m.hpp.

§ log1m_exp() [1/4]

template<typename T >
fvar<T> stan::math::log1m_exp ( const fvar< T > &  x)
inline

Return the natural logarithm of one minus the exponentiation of the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
Returns
log of one minus the exponentiation of the argument.

Definition at line 23 of file log1m_exp.hpp.

§ log1m_exp() [2/4]

var stan::math::log1m_exp ( const var x)
inline

Return the log of 1 minus the exponential of the specified variable.

The deriative of log(1 - exp(x)) with respect to x is -1 / expm1(-x).

Parameters
[in]xArgument.
Returns
Natural logarithm of one minus the exponential of the argument.

Definition at line 32 of file log1m_exp.hpp.

§ log1m_exp() [3/4]

double stan::math::log1m_exp ( double  a)
inline

Calculates the natural logarithm of one minus the exponential of the specified value without overflow,.

log1m_exp(x) = log(1-exp(x))

This function is only defined for x < 0

\[ \mbox{log1m\_exp}(x) = \begin{cases} \ln(1-\exp(x)) & \mbox{if } x < 0 \\ \textrm{NaN} & \mbox{if } x \geq 0\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{asinh}(x)}{\partial x} = \begin{cases} -\frac{\exp(x)}{1-\exp(x)} & \mbox{if } x < 0 \\ \textrm{NaN} & \mbox{if } x \geq 0\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
[in]aArgument.
Returns
natural logarithm of one minus the exponential of the argument.

Definition at line 44 of file log1m_exp.hpp.

§ log1m_exp() [4/4]

template<typename T >
auto stan::math::log1m_exp ( const T &  x)
inline

Vectorized version of log1m_exp().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Natural log of (1 - exp()) applied to each value in x.

Definition at line 78 of file log1m_exp.hpp.

§ log1m_inv_logit() [1/5]

var stan::math::log1m_inv_logit ( const var u)
inline

Return the natural logarithm of one minus the inverse logit of the specified argument.

Parameters
uargument
Returns
log of one minus the inverse logit of the argument

Definition at line 20 of file log1m_inv_logit.hpp.

§ log1m_inv_logit() [2/5]

template<typename T >
fvar<T> stan::math::log1m_inv_logit ( const fvar< T > &  x)
inline

Return the natural logarithm of one minus the inverse logit of the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xargument
Returns
log of one minus the inverse logit of the argument

Definition at line 21 of file log1m_inv_logit.hpp.

§ log1m_inv_logit() [3/5]

double stan::math::log1m_inv_logit ( double  u)
inline

Returns the natural logarithm of 1 minus the inverse logit of the specified argument.

\[ \mbox{log1m\_inv\_logit}(x) = \begin{cases} -\ln(\exp(x)+1) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log1m\_inv\_logit}(x)}{\partial x} = \begin{cases} -\frac{\exp(x)}{\exp(x)+1} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
uargument
Returns
log of one minus the inverse logit of the argument

Definition at line 34 of file log1m_inv_logit.hpp.

§ log1m_inv_logit() [4/5]

double stan::math::log1m_inv_logit ( int  u)
inline

Return the natural logarithm of one minus the inverse logit of the specified argument.

Parameters
uargument
Returns
log of one minus the inverse logit of the argument

Definition at line 49 of file log1m_inv_logit.hpp.

§ log1m_inv_logit() [5/5]

template<typename T >
apply_scalar_unary<log1m_inv_logit_fun, T>::return_t stan::math::log1m_inv_logit ( const T &  x)
inline

Return the elementwise application of log1m_inv_logit() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Elementwise log1m_inv_logit of members of container.

Definition at line 83 of file log1m_inv_logit.hpp.

§ log1p() [1/5]

template<typename T >
fvar<T> stan::math::log1p ( const fvar< T > &  x)
inline

Definition at line 12 of file log1p.hpp.

§ log1p() [2/5]

var stan::math::log1p ( const var a)
inline

The log (1 + x) function for variables (C99).

The derivative is given by

\(\frac{d}{dx} \log (1 + x) = \frac{1}{1 + x}\).

Parameters
aThe variable.
Returns
The log of 1 plus the variable.

Definition at line 29 of file log1p.hpp.

§ log1p() [3/5]

double stan::math::log1p ( double  x)
inline

Return the natural logarithm of one plus the specified value.

\[ \mbox{log1p}(x) = \log(1 + x) \]

This version is more stable for arguments near zero than the direct definition. If x == -1, log1p(x) is defined to be negative infinity.

Parameters
[in]xArgument.
Returns
Natural log of one plus the argument.
Exceptions
std::domain_errorIf argument is less than -1.

Definition at line 29 of file log1p.hpp.

§ log1p() [4/5]

double stan::math::log1p ( int  x)
inline

Return the natural logarithm of one plus the specified argument.

This version is required to disambiguate log1p(int).

Parameters
[in]xArgument.
Returns
Natural logarithm of one plus the argument.
Exceptions
std::domain_errorIf argument is less than -1.

Definition at line 47 of file log1p.hpp.

§ log1p() [5/5]

template<typename T >
auto stan::math::log1p ( const T &  x)
inline

Return the elementwise application of log1p() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Elementwise log1p of members of container.

Definition at line 84 of file log1p.hpp.

§ log1p_exp() [1/4]

template<typename T >
fvar<T> stan::math::log1p_exp ( const fvar< T > &  x)
inline

Definition at line 13 of file log1p_exp.hpp.

§ log1p_exp() [2/4]

var stan::math::log1p_exp ( const var a)
inline

Return the log of 1 plus the exponential of the specified variable.

Definition at line 24 of file log1p_exp.hpp.

§ log1p_exp() [3/4]

double stan::math::log1p_exp ( double  a)
inline

Calculates the log of 1 plus the exponential of the specified value without overflow.

This function is related to other special functions by:

log1p_exp(x)

= log1p(exp(a))

= log(1 + exp(x))

= log_sum_exp(0, x).

\[ \mbox{log1p\_exp}(x) = \begin{cases} \ln(1+\exp(x)) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log1p\_exp}(x)}{\partial x} = \begin{cases} \frac{\exp(x)}{1+\exp(x)} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Definition at line 42 of file log1p_exp.hpp.

§ log1p_exp() [4/4]

template<typename T >
auto stan::math::log1p_exp ( const T &  x)
inline

Vectorized version of log1m_exp().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Natural log of (1 + exp()) applied to each value in x.

Definition at line 73 of file log1p_exp.hpp.

§ log2() [1/5]

template<typename T >
fvar<T> stan::math::log2 ( const fvar< T > &  x)
inline

Return the base two logarithm of the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xargument
Returns
base two logarithm of argument

Definition at line 20 of file log2.hpp.

§ log2() [2/5]

template<typename T , typename = require_arithmetic_t<T>>
double stan::math::log2 ( u)
inline

Returns the base two logarithm of the argument (C99, C++11).

The function is defined by:

log2(a) = log(a) / std::log(2.0).

Parameters
[in]uargument
Returns
base two logarithm of argument

Definition at line 22 of file log2.hpp.

§ log2() [3/5]

double stan::math::log2 ( )
inline

Return natural logarithm of two.

Returns
Natural logarithm of two.

Definition at line 32 of file log2.hpp.

§ log2() [4/5]

var stan::math::log2 ( const var a)
inline

Returns the base 2 logarithm of the specified variable (C99).

See log2() for the double-based version.

The derivative is

\(\frac{d}{dx} \log_2 x = \frac{1}{x \log 2}\).

\[ \mbox{log2}(x) = \begin{cases} \textrm{NaN} & \mbox{if } x < 0 \\ \log_2(x) & \mbox{if } x\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log2}(x)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x < 0 \\ \frac{1}{x\ln2} & \mbox{if } x\geq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aSpecified variable.
Returns
Base 2 logarithm of the variable.

Definition at line 50 of file log2.hpp.

§ log2() [5/5]

template<typename T , typename = require_vector_like_t<T>>
auto stan::math::log2 ( const T &  x)
inline

Return the elementwise application of log2() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise log2 of container elements

Definition at line 62 of file log2.hpp.

§ log_determinant() [1/3]

template<int R, int C>
var stan::math::log_determinant ( const Eigen::Matrix< var, R, C > &  m)
inline

Definition at line 14 of file log_determinant.hpp.

§ log_determinant() [2/3]

template<typename T , int R, int C>
fvar<T> stan::math::log_determinant ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 15 of file log_determinant.hpp.

§ log_determinant() [3/3]

template<typename T , int R, int C>
T stan::math::log_determinant ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the log absolute determinant of the specified square matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified matrix.
Returns
log absolute determinant of the matrix.
Exceptions
std::domain_errorif matrix is not square.

Definition at line 22 of file log_determinant.hpp.

§ log_determinant_ldlt() [1/2]

template<int R, int C, typename T >
T stan::math::log_determinant_ldlt ( LDLT_factor< T, R, C > &  A)
inline

Returns log(abs(det(A))) given a LDLT_factor of A.

Template Parameters
Ttype of elements in the LDLT_factor
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
ALDLT_factor
Returns
the log(abs(det(A))

Definition at line 20 of file log_determinant_ldlt.hpp.

§ log_determinant_ldlt() [2/2]

template<int R, int C>
var stan::math::log_determinant_ldlt ( LDLT_factor< var, R, C > &  A)

Definition at line 44 of file log_determinant_ldlt.hpp.

§ log_determinant_spd() [1/2]

template<int R, int C>
var stan::math::log_determinant_spd ( const Eigen::Matrix< var, R, C > &  m)
inline

Returns the log det of a symmetric, positive-definite matrix.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
ma symmetric, positive-definite matrix
Returns
The log determinant of the specified matrix

Definition at line 24 of file log_determinant_spd.hpp.

§ log_determinant_spd() [2/2]

template<typename T , int R, int C>
T stan::math::log_determinant_spd ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the log absolute determinant of the specified square matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mspecified matrix
Returns
log absolute determinant of the matrix
Exceptions
std::domain_errorif matrix is not square and symmetric

Definition at line 25 of file log_determinant_spd.hpp.

§ log_diff_exp() [1/7]

template<typename T >
fvar<T> stan::math::log_diff_exp ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 14 of file log_diff_exp.hpp.

§ log_diff_exp() [2/7]

template<typename T1 , typename T2 >
fvar<T2> stan::math::log_diff_exp ( const T1 &  x1,
const fvar< T2 > &  x2 
)
inline

Definition at line 27 of file log_diff_exp.hpp.

§ log_diff_exp() [3/7]

template<typename T1 , typename T2 >
fvar<T1> stan::math::log_diff_exp ( const fvar< T1 > &  x1,
const T2 &  x2 
)
inline

Definition at line 38 of file log_diff_exp.hpp.

§ log_diff_exp() [4/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::log_diff_exp ( const T1  x,
const T2  y 
)
inline

The natural logarithm of the difference of the natural exponentiation of x and the natural exponentiation of y.

This function is only defined for x >= y

\[ \mbox{log\_diff\_exp}(x, y) = \begin{cases} \textrm{NaN} & \mbox{if } x < y\\ \ln(\exp(x)-\exp(y)) & \mbox{if } x \geq y \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_diff\_exp}(x, y)}{\partial x} = \begin{cases} \textrm{NaN} & \mbox{if } x \leq y\\ \frac{\exp(x)}{\exp(x)-\exp(y)} & \mbox{if } x > y \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_diff\_exp}(x, y)}{\partial y} = \begin{cases} \textrm{NaN} & \mbox{if } x \leq y\\ -\frac{\exp(y)}{\exp(x)-\exp(y)} & \mbox{if } x > y \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of the first argument
T2type of the second argument
Parameters
xfirst argument
ysecond argument

Definition at line 50 of file log_diff_exp.hpp.

§ log_diff_exp() [5/7]

var stan::math::log_diff_exp ( const var a,
const var b 
)
inline

Returns the log difference of the exponentiated arguments.

Parameters
[in]aFirst argument.
[in]bSecond argument.
Returns
Log difference of the exponentiated arguments.

Definition at line 57 of file log_diff_exp.hpp.

§ log_diff_exp() [6/7]

var stan::math::log_diff_exp ( const var a,
double  b 
)
inline

Returns the log difference of the exponentiated arguments.

Parameters
[in]aFirst argument.
[in]bSecond argument.
Returns
Log difference of the exponentiated arguments.

Definition at line 68 of file log_diff_exp.hpp.

§ log_diff_exp() [7/7]

var stan::math::log_diff_exp ( double  a,
const var b 
)
inline

Returns the log difference of the exponentiated arguments.

Parameters
[in]aFirst argument.
[in]bSecond argument.
Returns
Log difference of the exponentiated arguments.

Definition at line 79 of file log_diff_exp.hpp.

§ log_falling_factorial() [1/7]

template<typename T >
fvar<T> stan::math::log_falling_factorial ( const fvar< T > &  x,
const fvar< T > &  n 
)
inline

Definition at line 14 of file log_falling_factorial.hpp.

§ log_falling_factorial() [2/7]

template<typename T >
fvar<T> stan::math::log_falling_factorial ( double  x,
const fvar< T > &  n 
)
inline

Definition at line 21 of file log_falling_factorial.hpp.

§ log_falling_factorial() [3/7]

template<typename T >
fvar<T> stan::math::log_falling_factorial ( const fvar< T > &  x,
double  n 
)
inline

Definition at line 27 of file log_falling_factorial.hpp.

§ log_falling_factorial() [4/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::log_falling_factorial ( const T1  x,
const T2  n 
)
inline

Return the natural log of the falling factorial of the specified arguments.

\[ \mbox{log\_falling\_factorial}(x, n) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \ln (x)_n & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_falling\_factorial}(x, n)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \Psi(x) & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_falling\_factorial}(x, n)}{\partial n} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ -\Psi(n) & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first argument
T2type of second argument
Parameters
[in]xFirst argument
[in]nSecond argument
Returns
log of falling factorial of arguments
Exceptions
std::domain_errorif the first argument is not positive

Definition at line 54 of file log_falling_factorial.hpp.

§ log_falling_factorial() [5/7]

var stan::math::log_falling_factorial ( const var a,
double  b 
)
inline

Definition at line 61 of file log_falling_factorial.hpp.

§ log_falling_factorial() [6/7]

var stan::math::log_falling_factorial ( const var a,
const var b 
)
inline

Definition at line 65 of file log_falling_factorial.hpp.

§ log_falling_factorial() [7/7]

var stan::math::log_falling_factorial ( double  a,
const var b 
)
inline

Definition at line 69 of file log_falling_factorial.hpp.

§ log_inv_logit() [1/5]

template<typename T >
fvar<T> stan::math::log_inv_logit ( const fvar< T > &  x)
inline

Definition at line 13 of file log_inv_logit.hpp.

§ log_inv_logit() [2/5]

var stan::math::log_inv_logit ( const var u)
inline

Return the natural logarithm of the inverse logit of the specified argument.

Parameters
uargument
Returns
log inverse logit of the argument

Definition at line 20 of file log_inv_logit.hpp.

§ log_inv_logit() [3/5]

double stan::math::log_inv_logit ( double  u)
inline

Returns the natural logarithm of the inverse logit of the specified argument.

\[ \mbox{log\_inv\_logit}(x) = \begin{cases} \ln\left(\frac{1}{1+\exp(-x)}\right)& \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_inv\_logit}(x)}{\partial x} = \begin{cases} \frac{1}{1+\exp(x)} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
uargument
Returns
log of the inverse logit of argument

Definition at line 32 of file log_inv_logit.hpp.

§ log_inv_logit() [4/5]

double stan::math::log_inv_logit ( int  u)
inline

Returns the natural logarithm of the inverse logit of the specified argument.

Parameters
uargument
Returns
log of the inverse logit of argument

Definition at line 47 of file log_inv_logit.hpp.

§ log_inv_logit() [5/5]

template<typename T >
auto stan::math::log_inv_logit ( const T &  x)
inline

Return the elementwise application of log_inv_logit() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise log_inv_logit of members of container

Definition at line 80 of file log_inv_logit.hpp.

§ log_inv_logit_diff() [1/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::log_inv_logit_diff ( const T1 &  x,
const T2 &  y 
)
inline

Returns the natural logarithm of the difference of the inverse logits of the specified arguments.

\[ \mathrm{log\_inv\_logit\_diff}(x,y) = \ln\left(\frac{1}{1+\exp(-x)}-\frac{1}{1+\exp(-y)}\right) \]

\[ \frac{\partial }{\partial x} = -\frac{e^x}{e^y-e^x}-\frac{e^x}{e^x+1} \]

\[ \frac{\partial }{\partial x} = -\frac{e^y}{e^x-e^y}-\frac{e^y}{e^y+1} \]

Template Parameters
T1type of x argument
T2type of y argument
Parameters
xfirst argument
ysecond argument
Returns
Result of log difference of inverse logits of arguments.

Definition at line 35 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [2/7]

template<typename T >
fvar<T> stan::math::log_inv_logit_diff ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Returns fvar with the natural logarithm of the difference of the inverse logits of the specified arguments and its gradients.

\[ \mathrm{log\_inv\_logit\_diff}(x,y) = \ln\left(\frac{1}{1+\exp(-x)}-\frac{1}{1+\exp(-y)}\right) \]

\[ \frac{\partial }{\partial x} = -\frac{e^x}{e^y-e^x}-\frac{e^x}{e^x+1} \]

\[ \frac{\partial }{\partial x} = -\frac{e^y}{e^x-e^y}-\frac{e^y}{e^y+1} \]

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
yArgument.
Returns
Fvar with result of log difference of inverse logits of arguments and gradients.

Definition at line 38 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [3/7]

template<typename T >
fvar<T> stan::math::log_inv_logit_diff ( const fvar< T > &  x,
double  y 
)
inline

Definition at line 46 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [4/7]

template<typename T >
fvar<T> stan::math::log_inv_logit_diff ( double  x,
const fvar< T > &  y 
)
inline

Definition at line 52 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [5/7]

var stan::math::log_inv_logit_diff ( const var a,
double  b 
)
inline

Definition at line 71 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [6/7]

var stan::math::log_inv_logit_diff ( const var a,
const var b 
)
inline

Definition at line 75 of file log_inv_logit_diff.hpp.

§ log_inv_logit_diff() [7/7]

var stan::math::log_inv_logit_diff ( double  a,
const var b 
)
inline

Definition at line 79 of file log_inv_logit_diff.hpp.

§ log_mix() [1/18]

double stan::math::log_mix ( double  theta,
double  lambda1,
double  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

\[ \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \log \left( \theta \lambda_1 + (1 - \theta) \lambda_2 \right). \]

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 30 of file log_mix.hpp.

§ log_mix() [2/18]

double stan::math::log_mix ( double  theta,
double  lambda1,
int  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 47 of file log_mix.hpp.

§ log_mix() [3/18]

double stan::math::log_mix ( double  theta,
int  lambda1,
double  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 60 of file log_mix.hpp.

§ log_mix() [4/18]

double stan::math::log_mix ( int  theta,
double  lambda1,
double  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 73 of file log_mix.hpp.

§ log_mix() [5/18]

template<typename T_theta , typename T_lambda1 , typename T_lambda2 >
return_type_t<T_theta, T_lambda1, T_lambda2> stan::math::log_mix ( const T_theta &  theta,
const T_lambda1 &  lambda1,
const T_lambda2 &  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities and its derivative at each.

\[ \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \log \left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right). \]

\[ \frac{\partial}{\partial \theta} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\exp(\lambda_1) - \exp(\lambda_2)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

\[ \frac{\partial}{\partial \lambda_1} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\theta \exp(\lambda_1)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

\[ \frac{\partial}{\partial \lambda_2} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\theta \exp(\lambda_2)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

Template Parameters
T_thetatheta scalar type.
T_lambda1lambda1 scalar type.
T_lambda2lambda2 scalar type.
Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 77 of file log_mix.hpp.

§ log_mix() [6/18]

double stan::math::log_mix ( double  theta,
int  lambda1,
int  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 86 of file log_mix.hpp.

§ log_mix() [7/18]

template<typename T >
fvar<T> stan::math::log_mix ( const fvar< T > &  theta,
const fvar< T > &  lambda1,
const fvar< T > &  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities and its derivative at each.

\[ \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \log \left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right). \]

\[ \frac{\partial}{\partial \theta} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\exp(\lambda_1) - \exp(\lambda_2)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

\[ \frac{\partial}{\partial \lambda_1} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\theta \exp(\lambda_1)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

\[ \frac{\partial}{\partial \lambda_2} \mbox{log\_mix}(\theta, \lambda_1, \lambda_2) = \dfrac{\theta \exp(\lambda_2)} {\left( \theta \exp(\lambda_1) + (1 - \theta) \exp(\lambda_2) \right)} \]

Template Parameters
Tinner type of the fvar
Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 98 of file log_mix.hpp.

§ log_mix() [8/18]

double stan::math::log_mix ( int  theta,
double  lambda1,
int  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 100 of file log_mix.hpp.

§ log_mix() [9/18]

double stan::math::log_mix ( int  theta,
int  lambda1,
int  lambda2 
)
inline

Return the log mixture density with specified mixing proportion and log densities.

Parameters
[in]thetamixing proportion in [0, 1].
[in]lambda1first log density.
[in]lambda2second log density.
Returns
log mixture of densities in specified proportion

Definition at line 114 of file log_mix.hpp.

§ log_mix() [10/18]

template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar<T> stan::math::log_mix ( const fvar< T > &  theta,
const fvar< T > &  lambda1,
lambda2 
)
inline

Definition at line 118 of file log_mix.hpp.

§ log_mix() [11/18]

template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar<T> stan::math::log_mix ( const fvar< T > &  theta,
lambda1,
const fvar< T > &  lambda2 
)
inline

Definition at line 136 of file log_mix.hpp.

§ log_mix() [12/18]

template<typename T_theta , typename T_lam >
return_type_t<T_theta, T_lam> stan::math::log_mix ( const T_theta &  theta,
const T_lam &  lambda 
)

Return the log mixture density with specified mixing proportions and log densities.

\[ \frac{\partial }{\partial p_x} \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right) =\frac{e^{d_x}}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m} \]

\[ \frac{\partial }{\partial d_x} \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right) =\frac{e^{d_x}p_x}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m} \]

Parameters
thetavector of mixing proportions in [0, 1].
lambdavector of log densities.
Returns
log mixture of densities in specified proportion

Definition at line 142 of file log_mix.hpp.

§ log_mix() [13/18]

template<typename T , typename P , require_all_arithmetic_t< P > ...>
fvar<T> stan::math::log_mix ( theta,
const fvar< T > &  lambda1,
const fvar< T > &  lambda2 
)
inline

Definition at line 154 of file log_mix.hpp.

§ log_mix() [14/18]

template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar<T> stan::math::log_mix ( const fvar< T > &  theta,
P1  lambda1,
P2  lambda2 
)
inline

Definition at line 173 of file log_mix.hpp.

§ log_mix() [15/18]

template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar<T> stan::math::log_mix ( P1  theta,
const fvar< T > &  lambda1,
P2  lambda2 
)
inline

Definition at line 189 of file log_mix.hpp.

§ log_mix() [16/18]

template<typename T , typename P1 , typename P2 , require_all_arithmetic_t< P1, P2 > ...>
fvar<T> stan::math::log_mix ( P1  theta,
P2  lambda1,
const fvar< T > &  lambda2 
)
inline

Definition at line 205 of file log_mix.hpp.

§ log_mix() [17/18]

template<typename T_theta , typename T_lam , int R, int C>
return_type_t<T_theta, std::vector<Eigen::Matrix<T_lam, R, C> > > stan::math::log_mix ( const T_theta &  theta,
const std::vector< Eigen::Matrix< T_lam, R, C >> &  lambda 
)

Return the log mixture density given specified mixing proportions and array of log density vectors.

\[ \frac{\partial }{\partial p_x}\left[ \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right)+ \log\left(\exp^{\log\left(p_1\right)+f_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+f_n}\right)\right] =\frac{e^{d_x}}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m}+ \frac{e^{f_x}}{e^{f_1}p_1+\cdot\cdot\cdot+e^{f_m}p_m} \]

\[ \frac{\partial }{\partial d_x}\left[ \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right) +\log\left(\exp^{\log\left(p_1\right)+f_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+f_n}\right)\right] =\frac{e^{d_x}p_x}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m} \]

Parameters
thetavector of mixing proportions in [0, 1].
lambdaarray containing vectors of log densities.
Returns
log mixture of densities in specified proportion

Definition at line 221 of file log_mix.hpp.

§ log_mix() [18/18]

template<typename T_theta , typename T_lam >
return_type_t<T_theta, std::vector<std::vector<T_lam> > > stan::math::log_mix ( const T_theta &  theta,
const std::vector< std::vector< T_lam >> &  lambda 
)

Return the log mixture density given specified mixing proportions and array of log density arrays.

\[ \frac{\partial }{\partial p_x}\left[ \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right)+ \log\left(\exp^{\log\left(p_1\right)+f_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+f_n}\right)\right] =\frac{e^{d_x}}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m}+ \frac{e^{f_x}}{e^{f_1}p_1+\cdot\cdot\cdot+e^{f_m}p_m} \]

\[ \frac{\partial }{\partial d_x}\left[ \log\left(\exp^{\log\left(p_1\right)+d_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+d_n}\right) +\log\left(\exp^{\log\left(p_1\right)+f_1}+\cdot\cdot\cdot+ \exp^{\log\left(p_n\right)+f_n}\right)\right] =\frac{e^{d_x}p_x}{e^{d_1}p_1+\cdot\cdot\cdot+e^{d_m}p_m} \]

Parameters
thetavector of mixing proportions in [0, 1].
lambdaarray containing arrays of log densities.
Returns
log mixture of densities in specified proportion

Definition at line 316 of file log_mix.hpp.

§ log_mix_partial_helper() [1/2]

void stan::math::log_mix_partial_helper ( double  theta_val,
double  lambda1_val,
double  lambda2_val,
double &  one_m_exp_lam2_m_lam1,
double &  one_m_t_prod_exp_lam2_m_lam1,
double &  one_d_t_plus_one_m_t_prod_exp_lam2_m_lam1 
)
inline

Definition at line 23 of file log_mix.hpp.

§ log_mix_partial_helper() [2/2]

template<typename T_theta , typename T_lambda1 , typename T_lambda2 , int N>
void stan::math::log_mix_partial_helper ( const T_theta &  theta,
const T_lambda1 &  lambda1,
const T_lambda2 &  lambda2,
promote_args_t< T_theta, T_lambda1, T_lambda2 >(&)  partials_array[N] 
)
inline

Definition at line 28 of file log_mix.hpp.

§ log_modified_bessel_first_kind()

template<typename T1 , typename T2 >
return_type_t<T1, T2, double> stan::math::log_modified_bessel_first_kind ( const T1  v,
const T2  z 
)
inline

Definition at line 38 of file log_modified_bessel_first_kind.hpp.

§ log_rising_factorial() [1/7]

template<typename T >
fvar<T> stan::math::log_rising_factorial ( const fvar< T > &  x,
const fvar< T > &  n 
)
inline

Definition at line 13 of file log_rising_factorial.hpp.

§ log_rising_factorial() [2/7]

template<typename T >
fvar<T> stan::math::log_rising_factorial ( const fvar< T > &  x,
double  n 
)
inline

Definition at line 20 of file log_rising_factorial.hpp.

§ log_rising_factorial() [3/7]

template<typename T >
fvar<T> stan::math::log_rising_factorial ( double  x,
const fvar< T > &  n 
)
inline

Definition at line 26 of file log_rising_factorial.hpp.

§ log_rising_factorial() [4/7]

var stan::math::log_rising_factorial ( const var a,
double  b 
)
inline

Definition at line 43 of file log_rising_factorial.hpp.

§ log_rising_factorial() [5/7]

var stan::math::log_rising_factorial ( const var a,
const var b 
)
inline

Definition at line 47 of file log_rising_factorial.hpp.

§ log_rising_factorial() [6/7]

var stan::math::log_rising_factorial ( double  a,
const var b 
)
inline

Definition at line 51 of file log_rising_factorial.hpp.

§ log_rising_factorial() [7/7]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::log_rising_factorial ( const T1 &  x,
const T2 &  n 
)
inline

Return the natural logarithm of the rising factorial from the first specified argument to the second.

\[ \mbox{log\_rising\_factorial}(x, n) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \ln x^{(n)} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_rising\_factorial}(x, n)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \Psi(x+n) - \Psi(x) & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_rising\_factorial}(x, n)}{\partial n} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \Psi(x+n) & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first argument x
T2type of second argument n
Parameters
[in]xfirst argument
[in]nsecond argument
Returns
natural logarithm of the rising factorial from x to n
Exceptions
std::domain_errorif the first argument is not positive

Definition at line 52 of file log_rising_factorial.hpp.

§ log_softmax()

template<typename T , require_t< is_fvar< scalar_type_t< T >>> ...>
auto stan::math::log_softmax ( const T &  x)
inline

Return the log softmax of the specified vector or container of vectors.

Return the natural logarithm of the softmax of the specified vector.

Template Parameters
TType of input vector or matrix.
Parameters
[in]xUnconstrained input vector.
Returns
Softmax of the input.
Exceptions
std::domain_errorIf the input vector is size 0.

\( \log \mbox{softmax}(y) \ = \ y - \log \sum_{k=1}^K \exp(y_k) \ = \ y - \mbox{log\_sum\_exp}(y). \)

For the log softmax function, the entries in the Jacobian are \( \frac{\partial}{\partial y_m} \mbox{softmax}(y)[k] = \left\{ \begin{array}{ll} 1 - \mbox{softmax}(y)[m] & \mbox{ if } m = k, \mbox{ and} \\[6pt] \mbox{softmax}(y)[m] & \mbox{ if } m \neq k. \end{array} \right. \)

Template Parameters
Ttype of input vector to transform
Parameters
[in]xvector to transform
Returns
log unit simplex result of the softmax transform of the vector.

The gradient calculations are unfolded.

Template Parameters
TType of input vector or matrix.
Parameters
[in]xUnconstrained input vector.
Returns
Softmax of the input.
Exceptions
std::domain_errorIf the input vector is size 0.

Definition at line 23 of file log_softmax.hpp.

§ log_sum_exp() [1/8]

template<typename T >
fvar<T> stan::math::log_sum_exp ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 17 of file log_sum_exp.hpp.

§ log_sum_exp() [2/8]

template<typename T >
fvar<T> stan::math::log_sum_exp ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 25 of file log_sum_exp.hpp.

§ log_sum_exp() [3/8]

template<typename T >
fvar<T> stan::math::log_sum_exp ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 34 of file log_sum_exp.hpp.

§ log_sum_exp() [4/8]

var stan::math::log_sum_exp ( const var a,
const var b 
)
inline

Returns the log sum of exponentials.

Definition at line 47 of file log_sum_exp.hpp.

§ log_sum_exp() [5/8]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::log_sum_exp ( const T2 &  a,
const T1 &  b 
)
inline

Calculates the log sum of exponetials without overflow.

\(\log (\exp(a) + \exp(b)) = m + \log(\exp(a-m) + \exp(b-m))\),

where \(m = max(a, b)\).

\[ \mbox{log\_sum\_exp}(x, y) = \begin{cases} \ln(\exp(x)+\exp(y)) & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_sum\_exp}(x, y)}{\partial x} = \begin{cases} \frac{\exp(x)}{\exp(x)+\exp(y)} & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{log\_sum\_exp}(x, y)}{\partial y} = \begin{cases} \frac{\exp(y)}{\exp(x)+\exp(y)} & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of the first variable
T2type of the second variable
Parameters
athe first variable
bthe second variable

Definition at line 51 of file log_sum_exp.hpp.

§ log_sum_exp() [6/8]

var stan::math::log_sum_exp ( const var a,
double  b 
)
inline

Returns the log sum of exponentials.

Definition at line 53 of file log_sum_exp.hpp.

§ log_sum_exp() [7/8]

template<typename T , require_t< is_fvar< scalar_type_t< T >>> ...>
auto stan::math::log_sum_exp ( const T &  x)
inline

Return the log of the sum of the exponentiated values of the specified matrix of values.

Returns the log sum of exponentials.

The matrix may be a full matrix, a vector, a row vector, or a container of these.

The function is defined as follows to prevent overflow in exponential calculations.

\(\log \sum_{n=1}^N \exp(x_n) = \max(x) + \log \sum_{n=1}^N \exp(x_n - \max(x))\).

Template Parameters
TType of input vector or matrix.
Parameters
[in]xMatrix of specified values.
Returns
The log of the sum of the exponentiated vector values.

The matrix may be a full matrix, a vector, a row vector, or a container of these.

The function is defined as follows to prevent overflow in exponential calculations.

\(\log \sum_{n=1}^N \exp(x_n) = \max(x) + \log \sum_{n=1}^N \exp(x_n - \max(x))\).

Template Parameters
Ttype of input vector or matrix
Parameters
[in]xmatrix of specified values
Returns
The log of the sum of the exponentiated vector values.
Template Parameters
TType of input vector or matrix.
Parameters
xmatrix

Definition at line 54 of file log_sum_exp.hpp.

§ log_sum_exp() [8/8]

var stan::math::log_sum_exp ( double  a,
const var b 
)
inline

Returns the log sum of exponentials.

Definition at line 59 of file log_sum_exp.hpp.

§ logical_and()

template<typename T1 , typename T2 >
int stan::math::logical_and ( const T1  x1,
const T2  x2 
)
inline

The logical and function which returns 1 if both arguments are unequal to zero and 0 otherwise.

Equivalent to x1 != 0 && x2 != 0.

\[ \mbox{operator\&\&}(x, y) = \begin{cases} 0 & \mbox{if } x = 0 \textrm{ or } y=0 \\ 1 & \mbox{if } x, y \neq 0 \\[6pt] 1 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true if both x1 and x2 are not equal to 0.

Definition at line 30 of file logical_and.hpp.

§ logical_eq()

template<typename T1 , typename T2 >
int stan::math::logical_eq ( const T1  x1,
const T2  x2 
)
inline

Return 1 if the first argument is equal to the second.

Equivalent to x1 == x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true iff x1 == x2

Definition at line 19 of file logical_eq.hpp.

§ logical_gt()

template<typename T1 , typename T2 >
bool stan::math::logical_gt ( const T1  x1,
const T2  x2 
)
inline

Return 1 if the first argument is strictly greater than the second.

Equivalent to x1 < x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true if x1 > x2

Definition at line 18 of file logical_gt.hpp.

§ logical_gte()

template<typename T1 , typename T2 >
bool stan::math::logical_gte ( const T1  x1,
const T2  x2 
)
inline

Return 1 if the first argument is greater than or equal to the second.

Equivalent to x1 >= x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true if x1 >= x2

Definition at line 18 of file logical_gte.hpp.

§ logical_lt()

template<typename T1 , typename T2 >
bool stan::math::logical_lt ( T1  x1,
T2  x2 
)
inline

Return 1 if the first argument is strictly less than the second.

Equivalent to x1 < x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true if x1 < x2

Definition at line 18 of file logical_lt.hpp.

§ logical_lte()

template<typename T1 , typename T2 >
bool stan::math::logical_lte ( const T1  x1,
const T2  x2 
)
inline

Return 1 if the first argument is less than or equal to the second.

Equivalent to x1 <= x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true iff x1 <= x2

Definition at line 18 of file logical_lte.hpp.

§ logical_negation()

template<typename T >
int stan::math::logical_negation ( const T &  x)
inline

The logical negation function which returns one if the input is equal to zero and zero otherwise.

Template Parameters
Ttype of value
Parameters
xvalue
Returns
1 if value is zero and 0 otherwise

Definition at line 17 of file logical_negation.hpp.

§ logical_neq()

template<typename T1 , typename T2 >
int stan::math::logical_neq ( const T1  x1,
const T2  x2 
)
inline

Return 1 if the first argument is unequal to the second.

Equivalent to x1 != x2.

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true iff x1 != x2

Definition at line 19 of file logical_neq.hpp.

§ logical_or()

template<typename T1 , typename T2 >
int stan::math::logical_or ( T1  x1,
T2  x2 
)
inline

The logical or function which returns 1 if either argument is unequal to zero and 0 otherwise.

Equivalent to x1 != 0 || x2 != 0.

\[ \mbox{operator||}(x, y) = \begin{cases} 0 & \mbox{if } x, y=0 \\ 1 & \mbox{if } x \neq 0 \textrm{ or } y\neq0\\[6pt] 1 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T1type of first argument
T2type of second argument
Parameters
x1first argument
x2second argument
Returns
true if either x1 or x2 is not equal to 0.

Definition at line 29 of file logical_or.hpp.

§ logistic_cdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::logistic_cdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 17 of file logistic_cdf.hpp.

§ logistic_lccdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::logistic_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file logistic_lccdf.hpp.

§ logistic_lcdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::logistic_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file logistic_lcdf.hpp.

§ logistic_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::logistic_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file logistic_lpdf.hpp.

§ logistic_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::logistic_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 114 of file logistic_lpdf.hpp.

§ logit() [1/5]

template<typename T >
fvar<T> stan::math::logit ( const fvar< T > &  x)
inline

Definition at line 14 of file logit.hpp.

§ logit() [2/5]

var stan::math::logit ( const var u)
inline

Return the log odds of the specified argument.

Parameters
uargument
Returns
log odds of argument

Definition at line 17 of file logit.hpp.

§ logit() [3/5]

double stan::math::logit ( double  u)
inline

Return the log odds of the argument.

The logit function is defined as for \(x \in [0, 1]\) by returning the log odds of \(x\) treated as a probability,

\(\mbox{logit}(x) = \log \left( \frac{x}{1 - x} \right)\).

The inverse to this function is inv_logit.

\[ \mbox{logit}(x) = \begin{cases} \textrm{NaN}& \mbox{if } x < 0 \textrm{ or } x > 1\\ \ln\frac{x}{1-x} & \mbox{if } 0\leq x \leq 1 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{logit}(x)}{\partial x} = \begin{cases} \textrm{NaN}& \mbox{if } x < 0 \textrm{ or } x > 1\\ \frac{1}{x-x^2}& \mbox{if } 0\leq x\leq 1 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
uargument
Returns
log odds of argument

Definition at line 42 of file logit.hpp.

§ logit() [4/5]

double stan::math::logit ( int  u)
inline

Return the log odds of the argument.

Parameters
uargument
Returns
log odds of argument

Definition at line 53 of file logit.hpp.

§ logit() [5/5]

template<typename T >
auto stan::math::logit ( const T &  x)
inline

Return the elementwise application of logit() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise logit of container elements

Definition at line 83 of file logit.hpp.

§ lognormal_cdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::lognormal_cdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file lognormal_cdf.hpp.

§ lognormal_lccdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::lognormal_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file lognormal_lccdf.hpp.

§ lognormal_lcdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::lognormal_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file lognormal_lcdf.hpp.

§ lognormal_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::lognormal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 16 of file lognormal_lpdf.hpp.

§ lognormal_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::lognormal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 134 of file lognormal_lpdf.hpp.

§ lub_constrain() [1/2]

template<typename T , typename L , typename U >
return_type_t<T, L, U> stan::math::lub_constrain ( const T &  x,
const L &  lb,
const U &  ub 
)
inline

Return the lower- and upper-bounded scalar derived by transforming the specified free scalar given the specified lower and upper bounds.

The transform is the transformed and scaled inverse logit,

\(f(x) = L + (U - L) \mbox{logit}^{-1}(x)\)

If the lower bound is negative infinity and upper bound finite, this function reduces to ub_constrain(x, ub). If the upper bound is positive infinity and the lower bound finite, this function reduces to lb_constrain(x, lb). If the upper bound is positive infinity and the lower bound negative infinity, this function reduces to identity_constrain(x).

Template Parameters
TType of scalar.
LType of lower bound.
UType of upper bound.
Parameters
[in]xFree scalar to transform.
[in]lbLower bound.
[in]ubUpper bound.
Returns
Lower- and upper-bounded scalar derived from transforming the free scalar.
Exceptions
std::domain_errorif ub <= lb

Definition at line 44 of file lub_constrain.hpp.

§ lub_constrain() [2/2]

template<typename T , typename L , typename U >
return_type_t<T, L, U> stan::math::lub_constrain ( const T &  x,
const L &  lb,
const U &  ub,
T &  lp 
)
inline

Return the lower- and upper-bounded scalar derived by transforming the specified free scalar given the specified lower and upper bounds and increment the specified log probability with the log absolute Jacobian determinant.

The transform is as defined in lub_constrain(T, double, double). The log absolute Jacobian determinant is given by

\(\log \left| \frac{d}{dx} \left( L + (U-L) \mbox{logit}^{-1}(x) \right) \right|\)

\( {} = \log | (U-L) \, (\mbox{logit}^{-1}(x)) \, (1 - \mbox{logit}^{-1}(x)) |\)

\( {} = \log (U - L) + \log (\mbox{logit}^{-1}(x)) + \log (1 - \mbox{logit}^{-1}(x))\)

If the lower bound is negative infinity and upper bound finite, this function reduces to ub_constrain(x, ub, lp). If the upper bound is positive infinity and the lower bound finite, this function reduces to lb_constrain(x, lb, lp). If the upper bound is positive infinity and the lower bound negative infinity, this function reduces to identity_constrain(x, lp).

Template Parameters
TType of scalar.
LType of lower bound.
UType of upper bound.
Parameters
[in]xFree scalar to transform.
[in]lbLower bound.
[in]ubUpper bound.
[in,out]lpLog probability scalar reference.
Returns
Lower- and upper-bounded scalar derived from transforming the free scalar.
Exceptions
std::domain_errorif ub <= lb

Definition at line 114 of file lub_constrain.hpp.

§ lub_free()

template<typename T , typename L , typename U >
return_type_t<T, L, U> stan::math::lub_free ( const T &  y,
const L &  lb,
const U &  ub 
)
inline

Return the unconstrained scalar that transforms to the specified lower- and upper-bounded scalar given the specified bounds.

The transform in lub_constrain(T, double, double), is reversed by a transformed and scaled logit,

\(f^{-1}(y) = \mbox{logit}(\frac{y - L}{U - L})\)

where \(U\) and \(L\) are the lower and upper bounds.

If the lower bound is negative infinity and upper bound finite, this function reduces to ub_free(y, ub). If the upper bound is positive infinity and the lower bound finite, this function reduces to lb_free(x, lb). If the upper bound is positive infinity and the lower bound negative infinity, this function reduces to identity_free(y).

Template Parameters
Ttype of scalar
Ltype of lower bound
Utype of upper bound
Parameters
yconstrained value
lblower bound
ubupper bound
Returns
the free scalar that transforms to the input scalar given the bounds
Exceptions
std::invalid_argumentif the lower bound is greater than the upper bound, y is less than the lower bound, or y is greater than the upper bound

Definition at line 46 of file lub_free.hpp.

§ machine_precision()

double stan::math::machine_precision ( )
inline

Returns the difference between 1.0 and the next value representable.

Returns
Minimum positive number.

Definition at line 207 of file constants.hpp.

§ make_nu()

template<typename T >
Eigen::Array<T, Eigen::Dynamic, 1> stan::math::make_nu ( const T &  eta,
size_t  K 
)

Return the degrees of freedom for the t distribution that corresponds to the shape parameter in the LKJ distribution.

Template Parameters
Tscalar type
Parameters
etaLKJ distribution parameter in (0, inf)
Knumber of variables in correlation matrix

Definition at line 19 of file make_nu.hpp.

§ map_rect()

template<int call_id, typename F , typename T_shared_param , typename T_job_param >
Eigen::Matrix<return_type_t<T_shared_param, T_job_param>, Eigen::Dynamic, 1> stan::math::map_rect ( const Eigen::Matrix< T_shared_param, Eigen::Dynamic, 1 > &  shared_params,
const std::vector< Eigen::Matrix< T_job_param, Eigen::Dynamic, 1 >> &  job_params,
const std::vector< std::vector< double >> &  x_r,
const std::vector< std::vector< int >> &  x_i,
std::ostream *  msgs = nullptr 
)

Map N function evaluations to parameters and data which are in rectangular format.

Each function evaluation may return a column vector of different sizes and the output is the concatenated vector from all evaluations.

In addition to job specific parameters, real and int data, a shared parameter vector is repeated in all evaluations. All input parameters are stored as vectors whereas data is stored as arrays.

For N jobs the output of this function is

[ f(shared_params, job_params[1], x_r[1], x_i[1]), f(shared_params, job_params[2], x_r[2], x_i[2]), ... ]'.

The function is implemented with serial execution and with parallelism using threading or MPI (TODO). The threading version is used if the compiler flag STAN_THREADS is set during compilation while the MPI version is only available if STAN_MPI is defined. The MPI parallelism takes precedence over serial or threading execution of the function.

For the threaded parallelism the N jobs are chunked into T blocks which are executed asynchronously using the async C++11 facility. This ensure that at most T threads are used, but the actual number of threads is controlled by the implementation of async provided by the compiler. Note that nested calls of map_rect will lead to a multiplicative increase in the number of job chunks generated. The number of threads T is controlled at runtime via the STAN_NUM_threads environment variable, see the get_num_threads function for details.

For the MPI version to work this function has these special non-standard conventions:

  • The call_id template parameter is considered as a label for the functor F and data combination. Since MPI communication is expensive, the real and int data is transmitted only a single time per functor F / call_id combination to the workers.
  • The MPI implementation requires that the functor type fully specifies the functor and hence requires a default constructible function object. This choice reduces the need for communication across MPI as the type is sufficient and the state of the functor is not necessary to transmit. Thus, the functor is specified as template argument only.
  • The size of the returned vector of each job must stay consistent when performing repeated calls to map_rect (which usually vary the values of the parameters).
  • To achieve the exact same results between the serial and the MPI evaluation scheme both variants work in exactly the same way which is to use nested AD calls and pre-computing all gradients when the function gets called. The usual evaluation scheme would build an AD graph instead of doing on-the-spot gradient evaluation. For large problems this results in speedups for the serial version even on a single core due to smaller AD graph sizes.
  • In MPI operation mode, no outputs from the workers are streamed back to the root.
  • Finally, each map_rect call must be registered with the STAN_REGISTER_MAP_RECT macro. This is required to enable communication between processes for the MPI case. The macro definition is empty if MPI is not enabled.

The functor F is expected to have the usual operator() function with signature

template <typename T1, typename T2> Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, 1> operator()(const Eigen::Matrix<T1, Eigen::Dynamic, 1>& eta, const Eigen::Matrix<T2, Eigen::Dynamic, 1>& theta, const std::vector<double>& x_r, const std::vector<int>& x_i, std::ostream* msgs = 0) const { ... }

WARNING: For the MPI case, the data arguments are NOT checked if they are unchanged between repeated evaluations for a given call_id/functor F pair. This is silently assumed to be immutable between evaluations.

Template Parameters
T_shared_paramType of shared parameters.
T_job_paramType of job specific parameters.
Parameters
shared_paramsshared parameter vector passed as first argument to functor for all jobs
job_paramsArray of job specific parameter vectors. All job specific parameters must have matching sizes.
x_rArray of real arrays for each job. The first dimension must match the number of jobs (which is determined by the first dimension of job_params) and each entry must have the same size.
x_iArray of int data with the same conventions as x_r.
msgsOutput stream for messages.
Template Parameters
call_idLabel for functor/data combination. See above for details.
FFunctor which is applied to all job specific parameters with conventions described.
Returns
concatenated results from all jobs

Definition at line 123 of file map_rect.hpp.

§ matrix_exp() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::matrix_exp ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  A)
inline

Return the matrix exponential of the input matrix.

Template Parameters
Ttype of elements in the matrix
Parameters
[in]AMatrix to exponentiate.
Returns
Matrix exponential, dynamically-sized.
Exceptions
<code>std::invalid_argument</code>if the input matrix is not square.

Definition at line 22 of file matrix_exp.hpp.

§ matrix_exp() [2/3]

template<typename T , int N>
Eigen::Matrix<T, N, N> stan::math::matrix_exp ( const Eigen::Matrix< T, N, N > &  A)
inline

Return the matrix exponential of the input statically-sized square matrix.

Template Parameters
Ttype of elements in the matrix
Nsize of the input square matrix.
Parameters
[in]AMatrix to exponentiate.
Returns
Matrix exponential, statically-sized.

Definition at line 46 of file matrix_exp.hpp.

§ matrix_exp() [3/3]

template<typename T >
Eigen::Matrix<T, 1, 1> stan::math::matrix_exp ( const Eigen::Matrix< T, 1, 1 > &  A)
inline

Return the exponential of the input scalar when it's in the form of Eigen matrix.

Template Parameters
Ttype of elements in the matrix
Returns
1x1 Matrix exponential, statically-sized.

Definition at line 66 of file matrix_exp.hpp.

§ matrix_exp_2x2()

template<typename Mtype >
Mtype stan::math::matrix_exp_2x2 ( const Mtype &  A)

Return the matrix exponential of a 2x2 matrix.

Reference for algorithm: http://mathworld.wolfram.com/MatrixExponential.html Note: algorithm only works if delta > 0;

Template Parameters
Mtypetype of elements in the matrix
Parameters
[in]A2x2 matrix to exponentiate.
Returns
Matrix exponential of A.

Definition at line 21 of file matrix_exp_2x2.hpp.

§ matrix_exp_multiply() [1/2]

template<int Cb>
Eigen::Matrix<double, -1, Cb> stan::math::matrix_exp_multiply ( const Eigen::MatrixXd &  A,
const Eigen::Matrix< double, -1, Cb > &  B 
)
inline

Return product of exp(A) and B, where A is a NxN double matrix, B is a NxCb double matrix, and t is a double.

Template Parameters
Cbnumber of columns in matrix B, can be Eigen::Dynamic
Parameters
[in]AMatrix
[in]BMatrix
Returns
exponential of A multiplies B

Definition at line 20 of file matrix_exp_multiply.hpp.

§ matrix_exp_multiply() [2/2]

template<typename Ta , typename Tb , int Cb>
Eigen::Matrix<return_type_t<Ta, Tb>, -1, Cb> stan::math::matrix_exp_multiply ( const Eigen::Matrix< Ta, -1, -1 > &  A,
const Eigen::Matrix< Tb, -1, Cb > &  B 
)
inline

Wrapper of matrix_exp_action function for a more literal name.

Template Parameters
Tascalar type matrix A
Tbscalar type matrix B
CbColumns matrix B
Parameters
[in]AMatrix
[in]BMatrix
Returns
exponential of A multiplies B

Definition at line 26 of file matrix_exp_multiply.hpp.

§ matrix_exp_pade()

template<typename MatrixType >
MatrixType stan::math::matrix_exp_pade ( const MatrixType &  arg)

Computes the matrix exponential, using a Pade approximation, coupled with scaling and squaring.

Template Parameters
MatrixTypetype of elements in the matrix
Parameters
[in]argmatrix to exponentiate.
Returns
Matrix exponential of input matrix.

Definition at line 20 of file matrix_exp_pade.hpp.

§ matrix_normal_prec_lpdf()

template<typename T_y , typename T_Mu , typename T_Sigma , typename T_D >
return_type_t<T_y, T_Mu, T_Sigma, T_D> stan::math::matrix_normal_prec_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_Mu, Eigen::Dynamic, Eigen::Dynamic > &  Mu,
const Eigen::Matrix< T_Sigma, Eigen::Dynamic, Eigen::Dynamic > &  Sigma,
const Eigen::Matrix< T_D, Eigen::Dynamic, Eigen::Dynamic > &  D 
)

Definition at line 83 of file matrix_normal_prec_lpdf.hpp.

§ matrix_power() [1/2]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::matrix_power ( const Eigen::Matrix< T, R, C > &  M,
const int  n 
)
inline

Returns the nth power of the specific matrix.

M^n = M * M * ... * M.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]Ma square matrix
[in]nexponent
Returns
nth power of M
Exceptions
std::domain_errorif the matrix contains NaNs or infinities.
std::invalid_argumentif the exponent is negative or the matrix is not square.

Definition at line 25 of file matrix_power.hpp.

§ matrix_power() [2/2]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::matrix_power ( const Eigen::Matrix< var, R, C > &  M,
const int  n 
)
inline

Returns the nth power of the specific matrix.

M^n = M * M * ... * M.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]Ma square matrix
[in]nexponent
Returns
nth power of M
Exceptions
std::domain_errorif the matrix contains NaNs or infinities.
std::invalid_argumentif the exponent is negative or the matrix is not square.

Definition at line 133 of file matrix_power.hpp.

§ max() [1/3]

int stan::math::max ( const std::vector< int > &  x)
inline

Returns the maximum coefficient in the specified column vector.

Parameters
xspecified vector
Returns
maximum coefficient value in the vector
Exceptions
<code>std::invalid_argument</code>if the vector is size zero

Definition at line 21 of file max.hpp.

§ max() [2/3]

template<typename T >
T stan::math::max ( const std::vector< T > &  x)
inline

Returns the maximum coefficient in the specified column vector.

Template Parameters
typeof elements in the vector
Parameters
xspecified vector
Returns
maximum coefficient value in the vector, or -infinity if the vector is size zero

Definition at line 37 of file max.hpp.

§ max() [3/3]

template<typename T , int R, int C>
T stan::math::max ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the maximum coefficient in the specified matrix, vector, or row vector.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mspecified matrix, vector, or row vector
Returns
maximum coefficient value in the vector, or -infinity if the vector is size zero

Definition at line 58 of file max.hpp.

§ max_size() [1/4]

template<typename T1 , typename T2 >
size_t stan::math::max_size ( const T1 &  x1,
const T2 &  x2 
)

Definition at line 10 of file max_size.hpp.

§ max_size() [2/4]

template<typename T1 , typename T2 , typename T3 >
size_t stan::math::max_size ( const T1 &  x1,
const T2 &  x2,
const T3 &  x3 
)

Definition at line 17 of file max_size.hpp.

§ max_size() [3/4]

template<typename T1 , typename T2 , typename T3 , typename T4 >
size_t stan::math::max_size ( const T1 &  x1,
const T2 &  x2,
const T3 &  x3,
const T4 &  x4 
)

Definition at line 25 of file max_size.hpp.

§ max_size() [4/4]

template<typename T1 , typename T2 , typename T3 , typename T4 , typename T5 >
size_t stan::math::max_size ( const T1 &  x1,
const T2 &  x2,
const T3 &  x3,
const T4 &  x4,
const T5 &  x5 
)

Definition at line 34 of file max_size.hpp.

§ max_size_mvt() [1/3]

template<typename T1 , typename T2 >
size_t stan::math::max_size_mvt ( const T1 &  x1,
const T2 &  x2 
)

Definition at line 11 of file max_size_mvt.hpp.

§ max_size_mvt() [2/3]

template<typename T1 , typename T2 , typename T3 >
size_t stan::math::max_size_mvt ( const T1 &  x1,
const T2 &  x2,
const T3 &  x3 
)

Definition at line 18 of file max_size_mvt.hpp.

§ max_size_mvt() [3/3]

template<typename T1 , typename T2 , typename T3 , typename T4 >
size_t stan::math::max_size_mvt ( const T1 &  x1,
const T2 &  x2,
const T3 &  x3,
const T4 &  x4 
)

Definition at line 26 of file max_size_mvt.hpp.

§ mdivide_left() [1/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 18 of file mdivide_left.hpp.

§ mdivide_left() [2/7]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b.

Template Parameters
T1type of elements in first matrix
T2type of elements in right-hand side matrix or vector
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
AMatrix.
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 30 of file mdivide_left.hpp.

§ mdivide_left() [3/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 57 of file mdivide_left.hpp.

§ mdivide_left() [4/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 77 of file mdivide_left.hpp.

§ mdivide_left() [5/7]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 176 of file mdivide_left.hpp.

§ mdivide_left() [6/7]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 196 of file mdivide_left.hpp.

§ mdivide_left() [7/7]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 217 of file mdivide_left.hpp.

§ mdivide_left_ldlt() [1/5]

template<int R1, int C1, int R2, int C2, typename T2 >
Eigen::Matrix<fvar<T2>, R1, C2> stan::math::mdivide_left_ldlt ( const LDLT_factor< double, R1, C1 > &  A,
const Eigen::Matrix< fvar< T2 >, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b given an LDLT_factor of A.

Template Parameters
R1number of rows in the LDLT_factor, can be Eigen::Dynamic
C1number of columns in the LDLT_factor, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
T2type of elements in the right-hand side matrix or vector
Parameters
ALDLT_factor
bright-hand side matrix or vector
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 30 of file mdivide_left_ldlt.hpp.

§ mdivide_left_ldlt() [2/5]

template<int R1, int C1, int R2, int C2, typename T1 , typename T2 >
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_left_ldlt ( const LDLT_factor< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b given an LDLT_factor of A.

Template Parameters
T1type of elements in the LDLT_factor
T2type of elements in right-hand side matrix or vector
R1number of rows in the LDLT_factor, can be Eigen::Dynamic
C1number of columns in the LDLT_factor, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ALDLT_factor
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 31 of file mdivide_left_ldlt.hpp.

§ mdivide_left_ldlt() [3/5]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_ldlt ( const LDLT_factor< var, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b given an LDLT_factor of A.

Template Parameters
R1number of rows in the LDLT_factor, can be Eigen::Dynamic
C1number of columns in the LDLT_factor, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ALDLT_factor
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 208 of file mdivide_left_ldlt.hpp.

§ mdivide_left_ldlt() [4/5]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_ldlt ( const LDLT_factor< var, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b given an LDLT_factor of A.

Template Parameters
R1number of rows in the LDLT_factor, can be Eigen::Dynamic
C1number of columns in the LDLT_factor, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ALDLT_factor
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 241 of file mdivide_left_ldlt.hpp.

§ mdivide_left_ldlt() [5/5]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_ldlt ( const LDLT_factor< double, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b given an LDLT_factor of A.

Template Parameters
R1number of rows in the LDLT_factor, can be Eigen::Dynamic
C1number of columns in the LDLT_factor, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ALDLT_factor
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 274 of file mdivide_left_ldlt.hpp.

§ mdivide_left_spd() [1/4]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_left_spd ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b where A is symmetric positive definite.

Template Parameters
T1type of elements in the first matrix
T2type of elements in the right-hand side matrix or vector
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
AMatrix.
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 31 of file mdivide_left_spd.hpp.

§ mdivide_left_spd() [2/4]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_spd ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 144 of file mdivide_left_spd.hpp.

§ mdivide_left_spd() [3/4]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_spd ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 163 of file mdivide_left_spd.hpp.

§ mdivide_left_spd() [4/4]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_spd ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 183 of file mdivide_left_spd.hpp.

§ mdivide_left_tri() [1/7]

template<int TriView, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_left_tri ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b when A is triangular.

Template Parameters
TriViewSpecifies whether A is upper (Eigen::Upper) or lower triangular (Eigen::Lower).
T1type of elements in the triangular matrix
T2type of elements in the right-hand side matrix or vector
R1number of rows in the triangular matrix, can be Eigen::Dynamic
C1number of columns in the triangular matrix, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
C2number of columns in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ATriangular matrix.
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 35 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [2/7]

template<int TriView, typename T , int R1, int C1>
Eigen::Matrix<T, R1, C1> stan::math::mdivide_left_tri ( const Eigen::Matrix< T, R1, C1 > &  A)
inline

Returns the solution of the system Ax=b when A is triangular and b=I.

Template Parameters
Ttype of elements in the matrix
R1number of rows, can be Eigen::Dynamic
C1number of columns, can be Eigen::Dynamic
Parameters
ATriangular matrix.
Returns
x = A^-1 .
Exceptions
std::domain_errorif A is not square

Definition at line 59 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [3/7]

template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix<double, R1, C2> stan::math::mdivide_left_tri ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Returns the solution of the system Ax=b when A is triangular and A and b are matrices of doubles.

Template Parameters
TriViewSpecifies whether A is upper (Eigen::Upper) or lower triangular (Eigen::Lower).
T1type of elements in the triangular matrix
T2type of elements in the right-hand side matrix or vector
R1number of rows in the triangular matrix, can be Eigen::Dynamic
C1number of columns in the triangular matrix, can be Eigen::Dynamic
R2number of rows in the right-hand side matrix, can be Eigen::Dynamic
Parameters
ATriangular matrix.
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 89 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [4/7]

template<Eigen::UpLoType TriView, int R1, int C1>
Eigen::Matrix<double, R1, C1> stan::math::mdivide_left_tri ( const Eigen::Matrix< double, R1, C1 > &  A)
inline

Returns the solution of the system Ax=b when A is triangular, b=I and both are matrices of doubles.

Template Parameters
TriViewSpecifies whether A is upper (Eigen::Upper) or lower triangular (Eigen::Lower).
R1number of rows, can be Eigen::Dynamic
C1number of columns, can be Eigen::Dynamic
Parameters
ATriangular matrix.
Returns
x = A^-1 .
Exceptions
std::domain_errorif A is not square

Definition at line 124 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [5/7]

template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_tri ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 315 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [6/7]

template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_tri ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< var, R2, C2 > &  b 
)
inline

Definition at line 335 of file mdivide_left_tri.hpp.

§ mdivide_left_tri() [7/7]

template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix<var, R1, C2> stan::math::mdivide_left_tri ( const Eigen::Matrix< var, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 356 of file mdivide_left_tri.hpp.

§ mdivide_left_tri_low() [1/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::mdivide_left_tri_low ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 16 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [2/7]

template<typename T1 , typename T2 , typename = require_all_floating_point_t<T1, T2>>
matrix_cl<return_type_t<T1, T2> > stan::math::mdivide_left_tri_low ( const matrix_cl< T1 > &  A,
const matrix_cl< T2 > &  b 
)
inline

Returns the solution of the system Ax=b when A is lower triangular.

Template Parameters
T1type of elements in A
T2type of elements in b
Parameters
ATriangular matrix.
bRight hand side matrix or vector.
Returns
x = A^-1 b, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 24 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [3/7]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_left_tri_low ( const Eigen::Matrix< T1, R1, C1 > &  A,
const Eigen::Matrix< T2, R2, C2 > &  b 
)
inline

Return the result of left dividing the second argument by the first argument.

Calling mdivide_left_tri_low(A, b) with divisor A and dividend b is more arithmetically stable than calling inv(A) * b.

Template Parameters
T1type of elements in the divisor matrix
T2type of elements in the dividend matrix
R1number rows in the divisor matrix, can be Eigen::Dynamic
C1number columns in the divisor matrix, can be Eigen::Dynamic
R2number rows in the dividend matrix, can be Eigen::Dynamic
C2number columns in the dividend matrix, can be Eigen::Dynamic
Parameters
Adivisor, an invertible square matrix
bdividend, a matrix or vector with the same number of rows as the divisor has columns
Returns
left division of b by A
Exceptions
std::invalid_argumentif the divisor is not square or the dividend does not have the same number of rows as the divisor has columns.

Definition at line 34 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [4/7]

template<typename T , typename = require_all_floating_point_t<T>>
matrix_cl<T> stan::math::mdivide_left_tri_low ( const matrix_cl< T > &  A)
inline

Returns the solution of the system Ax=b when A is triangular and b=I.

Template Parameters
Ttype of elements in A
R1number of rows in A
C1number of columns in A
Parameters
ATriangular matrix.
Returns
x = A^-1 .
Exceptions
std::domain_errorif A is not square

Definition at line 41 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [5/7]

template<typename T , int R1, int C1>
Eigen::Matrix<T, R1, C1> stan::math::mdivide_left_tri_low ( const Eigen::Matrix< T, R1, C1 > &  A)
inline

Definition at line 42 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [6/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::mdivide_left_tri_low ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 57 of file mdivide_left_tri_low.hpp.

§ mdivide_left_tri_low() [7/7]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::mdivide_left_tri_low ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 93 of file mdivide_left_tri_low.hpp.

§ mdivide_right() [1/4]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_right ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 18 of file mdivide_right.hpp.

§ mdivide_right() [2/4]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_right ( const Eigen::Matrix< T1, R1, C1 > &  b,
const Eigen::Matrix< T2, R2, C2 > &  A 
)
inline

Returns the solution of the system xA=b.

Template Parameters
T1type of elements in the right-hand side matrix or vector
T2type of elements in the second matrix
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
AMatrix.
bRight hand side matrix or vector.
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 30 of file mdivide_right.hpp.

§ mdivide_right() [3/4]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_right ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 57 of file mdivide_right.hpp.

§ mdivide_right() [4/4]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_right ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 78 of file mdivide_right.hpp.

§ mdivide_right_ldlt() [1/2]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_right_ldlt ( const Eigen::Matrix< T1, R1, C1 > &  b,
const LDLT_factor< T2, R2, C2 > &  A 
)
inline

Returns the solution of the system xA=b given an LDLT_factor of A.

Template Parameters
T1type of elements in right-hand side matrix or vector
T2type of elements in the LDLT_factor
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the LDLT_factor, can be Eigen::Dynamic
C2number of columns in the LDLT_factor, can be Eigen::Dynamic
Parameters
ALDLT_factor
bRight hand side matrix or vector.
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif rows of b don't match the size of A.

Definition at line 32 of file mdivide_right_ldlt.hpp.

§ mdivide_right_ldlt() [2/2]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<double, R1, C2> stan::math::mdivide_right_ldlt ( const Eigen::Matrix< double, R1, C1 > &  b,
const LDLT_factor< double, R2, C2 > &  A 
)
inline

Definition at line 44 of file mdivide_right_ldlt.hpp.

§ mdivide_right_spd()

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_right_spd ( const Eigen::Matrix< T1, R1, C1 > &  b,
const Eigen::Matrix< T2, R2, C2 > &  A 
)
inline

Returns the solution of the system xA=b where A is symmetric positive definite.

Template Parameters
T1type of elements in the right-hand side matrix or vector
T2type of elements in the second matrix
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
bright-hand side matrix or vector
Amatrix
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 32 of file mdivide_right_spd.hpp.

§ mdivide_right_tri() [1/2]

template<Eigen::UpLoType TriView, typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_right_tri ( const Eigen::Matrix< T1, R1, C1 > &  b,
const Eigen::Matrix< T2, R2, C2 > &  A 
)
inline

Returns the solution of the system xA=b when A is triangular.

Template Parameters
TriViewSpecifies whether A is upper (Eigen::Upper) or lower triangular (Eigen::Lower).
T1type of elements in the right-hand side matrix or vector
T2type of elements in the triangular matrix
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the triangular matrix, can be Eigen::Dynamic
C2number of columns in the triangular matrix, can be Eigen::Dynamic
Parameters
ATriangular matrix. Specify upper or lower with TriView being Eigen::Upper or Eigen::Lower.
bRight hand side matrix or vector.
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 36 of file mdivide_right_tri.hpp.

§ mdivide_right_tri() [2/2]

template<Eigen::UpLoType TriView, int R1, int C1, int R2, int C2>
Eigen::Matrix<double, R1, C2> stan::math::mdivide_right_tri ( const Eigen::Matrix< double, R1, C1 > &  b,
const Eigen::Matrix< double, R2, C2 > &  A 
)
inline

Returns the solution of the system xA=b when A is triangular and A and b are matrices of doubles.

Template Parameters
TriViewSpecifies whether A is upper (Eigen::Upper) or lower triangular (Eigen::Lower).
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the triangular matrix, can be Eigen::Dynamic
C2number of columns in the triangular matrix, can be Eigen::Dynamic
Parameters
ATriangular matrix. Specify upper or lower with TriView being Eigen::Upper or Eigen::Lower.
bRight hand side matrix or vector.
Returns
x = b A^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 77 of file mdivide_right_tri.hpp.

§ mdivide_right_tri_low() [1/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::mdivide_right_tri_low ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 15 of file mdivide_right_tri_low.hpp.

§ mdivide_right_tri_low() [2/5]

template<typename T1 , typename T2 , typename = require_all_floating_point_t<T1, T2>>
matrix_cl<return_type_t<T1, T2> > stan::math::mdivide_right_tri_low ( const matrix_cl< T2 > &  b,
const matrix_cl< T1 > &  A 
)
inline

Returns the solution of the system Ax=b where A is a lower triangular matrix.

Parameters
AMatrix.
bRight hand side matrix or vector.
Returns
x = b * tri(A)^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 23 of file mdivide_right_tri_low.hpp.

§ mdivide_right_tri_low() [3/5]

template<typename T1 , typename T2 , int R1, int C1, int R2, int C2>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::mdivide_right_tri_low ( const Eigen::Matrix< T1, R1, C1 > &  b,
const Eigen::Matrix< T2, R2, C2 > &  A 
)
inline

Returns the solution of the system x tri(A) = b when tri(A) is a lower triangular view of the matrix A.

Template Parameters
T1type of elements in the right-hand side matrix or vector
T2type of elements in the second matrix
R1number of rows in the right-hand side matrix, can be Eigen::Dynamic
C1number of columns in the right-hand side matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
Parameters
bright-hand side matrix or vector
Amatrix
Returns
x = b * tri(A)^-1, solution of the linear system.
Exceptions
std::domain_errorif A is not square or the rows of b don't match the size of A.

Definition at line 31 of file mdivide_right_tri_low.hpp.

§ mdivide_right_tri_low() [4/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_right_tri_low ( const Eigen::Matrix< fvar< T >, R1, C1 > &  A,
const Eigen::Matrix< double, R2, C2 > &  b 
)
inline

Definition at line 56 of file mdivide_right_tri_low.hpp.

§ mdivide_right_tri_low() [5/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::mdivide_right_tri_low ( const Eigen::Matrix< double, R1, C1 > &  A,
const Eigen::Matrix< fvar< T >, R2, C2 > &  b 
)
inline

Definition at line 85 of file mdivide_right_tri_low.hpp.

§ mean() [1/2]

template<typename T >
return_type_t<T> stan::math::mean ( const std::vector< T > &  v)
inline

Returns the sample mean (i.e., average) of the coefficients in the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
vSpecified vector.
Returns
Sample mean of vector coefficients.
Exceptions
std::domain_errorif the size of the vector is less than 1.

Definition at line 22 of file mean.hpp.

§ mean() [2/2]

template<typename T , int R, int C>
return_type_t<T> stan::math::mean ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the sample mean (i.e., average) of the coefficients in the specified vector, row vector, or matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified vector, row vector, or matrix.
Returns
Sample mean of vector coefficients.

Definition at line 40 of file mean.hpp.

§ min() [1/3]

int stan::math::min ( const std::vector< int > &  x)
inline

Returns the minimum coefficient in the specified column vector.

Parameters
xspecified vector
Returns
minimum coefficient value in the vector
Exceptions
<code>std::invalid_argument</code>if the vector is size zero

Definition at line 21 of file min.hpp.

§ min() [2/3]

template<typename T >
T stan::math::min ( const std::vector< T > &  x)
inline

Returns the minimum coefficient in the specified column vector.

Template Parameters
Ttype of elements in the vector
Parameters
xspecified vector
Returns
minimum coefficient value in the vector, or infinity if the vector is size zero

Definition at line 37 of file min.hpp.

§ min() [3/3]

template<typename T , int R, int C>
T stan::math::min ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the minimum coefficient in the specified matrix, vector, or row vector.

Template Parameters
Ttype of elements in the matrix, vector or row vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mspecified matrix, vector, or row vector
Returns
minimum coefficient value in the vector, or infinity if the vector is size zero

Definition at line 57 of file min.hpp.

§ minus()

template<typename T >
plain_type_t<T> stan::math::minus ( const T &  x)
inline

Returns the negation of the specified scalar or matrix.

Template Parameters
TType of subtrahend.
Parameters
xSubtrahend.
Returns
Negation of subtrahend.

Definition at line 17 of file minus.hpp.

§ modified_bessel_first_kind() [1/3]

template<typename T >
fvar<T> stan::math::modified_bessel_first_kind ( int  v,
const fvar< T > &  z 
)
inline

Definition at line 12 of file modified_bessel_first_kind.hpp.

§ modified_bessel_first_kind() [2/3]

var stan::math::modified_bessel_first_kind ( int  v,
const var a 
)
inline

Definition at line 26 of file modified_bessel_first_kind.hpp.

§ modified_bessel_first_kind() [3/3]

template<typename T2 >
T2 stan::math::modified_bessel_first_kind ( int  v,
const T2  z 
)
inline

\[ \mbox{modified\_bessel\_first\_kind}(v, z) = \begin{cases} I_v(z) & \mbox{if } -\infty\leq z \leq \infty \\[6pt] \textrm{error} & \mbox{if } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{modified\_bessel\_first\_kind}(v, z)}{\partial z} = \begin{cases} \frac{\partial\, I_v(z)}{\partial z} & \mbox{if } -\infty\leq z\leq \infty \\[6pt] \textrm{error} & \mbox{if } z = \textrm{NaN} \end{cases} \]

\[ {I_v}(z) = \left(\frac{1}{2}z\right)^v\sum_{k=0}^\infty \frac{\left(\frac{1}{4}z^2\right)^k}{k!\Gamma(v+k+1)} \]

\[ \frac{\partial \, I_v(z)}{\partial z} = I_{v-1}(z)-\frac{v}{z}I_v(z) \]

Definition at line 37 of file modified_bessel_first_kind.hpp.

§ modified_bessel_second_kind() [1/3]

template<typename T >
fvar<T> stan::math::modified_bessel_second_kind ( int  v,
const fvar< T > &  z 
)
inline

Definition at line 12 of file modified_bessel_second_kind.hpp.

§ modified_bessel_second_kind() [2/3]

var stan::math::modified_bessel_second_kind ( int  v,
const var a 
)
inline

Definition at line 26 of file modified_bessel_second_kind.hpp.

§ modified_bessel_second_kind() [3/3]

template<typename T2 >
T2 stan::math::modified_bessel_second_kind ( int  v,
const T2  z 
)
inline

\[ \mbox{modified\_bessel\_second\_kind}(v, z) = \begin{cases} \textrm{error} & \mbox{if } z \leq 0 \\ K_v(z) & \mbox{if } z > 0 \\[6pt] \textrm{NaN} & \mbox{if } z = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{modified\_bessel\_second\_kind}(v, z)}{\partial z} = \begin{cases} \textrm{error} & \mbox{if } z \leq 0 \\ \frac{\partial\, K_v(z)}{\partial z} & \mbox{if } z > 0 \\[6pt] \textrm{NaN} & \mbox{if } z = \textrm{NaN} \end{cases} \]

\[ {K_v}(z) = \frac{\pi}{2}\cdot\frac{I_{-v}(z) - I_{v}(z)}{\sin(v\pi)} \]

\[ \frac{\partial \, K_v(z)}{\partial z} = -\frac{v}{z}K_v(z)-K_{v-1}(z) \]

Definition at line 42 of file modified_bessel_second_kind.hpp.

§ modulus()

int stan::math::modulus ( int  x,
int  y 
)
inline

Definition at line 12 of file modulus.hpp.

§ mpi_broadcast_command() [1/2]

template<typename T >
std::unique_lock< std::mutex > stan::math::mpi_broadcast_command ( )

Broadcasts default constructible commands to the cluster.

Template Parameters
Tdefault constructible command class derived from mpi_command
Returns
A unique_lock instance locking the mpi_cluster

Definition at line 238 of file mpi_cluster.hpp.

§ mpi_broadcast_command() [2/2]

std::unique_lock<std::mutex> stan::math::mpi_broadcast_command ( std::shared_ptr< mpi_command > &  command)
inline

Broadcasts a command instance to the listening cluster.

This function must be called on the root whenever the cluster is in listening mode and errs otherwise.

Parameters
commandshared pointer to an instance of a command class derived from mpi_command
Returns
A unique_lock instance locking the mpi_cluster

Definition at line 209 of file mpi_cluster.hpp.

§ mpi_map_chunks()

std::vector<int> stan::math::mpi_map_chunks ( std::size_t  num_jobs,
std::size_t  chunk_size = 1 
)
inline

Maps jobs of given chunk size to workers and returning a vector of counts.

The returned vector is indexed by the rank of each worker and has size equal to the # of workers. Each count per worker is the product of the number of assigned jobs times the chunk size. The jobs are deterministically assigned to workers. This is used for static scheduling of jobs internally.

So with num_workers workers, then the counts for worker with given rank is

chunks[rank] = floor(num_jobs/num_workers) * chunk_size

The remainder jobs num_jobs % num_workers are assigned to rank >=1 workers such that the root (rank = 0) has a little less assigned chunks unless num_jobs < num_workes in which case the first num_jobs nodes receive a job (including the root).

Parameters
num_jobsTotal number of jobs to dispatch
chunk_sizeChunk size per job
Returns
vector indexed by rank with the total number of elements mapped to a given worker

Definition at line 84 of file mpi_cluster.hpp.

§ multi_gp_cholesky_lpdf()

template<typename T_y , typename T_covar , typename T_w >
return_type_t<T_y, T_covar, T_w> stan::math::multi_gp_cholesky_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &  L,
const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &  w 
)
inline

Definition at line 85 of file multi_gp_cholesky_lpdf.hpp.

§ multi_gp_lpdf()

template<typename T_y , typename T_covar , typename T_w >
return_type_t<T_y, T_covar, T_w> stan::math::multi_gp_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  y,
const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &  Sigma,
const Eigen::Matrix< T_w, Eigen::Dynamic, 1 > &  w 
)
inline

Definition at line 81 of file multi_gp_lpdf.hpp.

§ multi_normal_cholesky_lpdf()

template<typename T_y , typename T_loc , typename T_covar >
return_type_t<T_y, T_loc, T_covar> stan::math::multi_normal_cholesky_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_covar &  L 
)
inline

Definition at line 162 of file multi_normal_cholesky_lpdf.hpp.

§ multi_normal_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t<T_y, T_loc, T_covar> stan::math::multi_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_covar &  Sigma 
)

Definition at line 14 of file multi_normal_lpdf.hpp.

§ multi_normal_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_covar >
return_type_t<T_y, T_loc, T_covar> stan::math::multi_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_covar &  Sigma 
)
inline

Definition at line 116 of file multi_normal_lpdf.hpp.

§ multi_normal_prec_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_covar >
return_type_t<T_y, T_loc, T_covar> stan::math::multi_normal_prec_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_covar &  Sigma 
)

Definition at line 15 of file multi_normal_prec_lpdf.hpp.

§ multi_normal_prec_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_covar >
return_type_t<T_y, T_loc, T_covar> stan::math::multi_normal_prec_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_covar &  Sigma 
)
inline

Definition at line 117 of file multi_normal_prec_lpdf.hpp.

§ multi_student_t_lpdf()

template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t<T_y, T_dof, T_loc, T_scale> stan::math::multi_student_t_lpdf ( const T_y &  y,
const T_dof &  nu,
const T_loc &  mu,
const T_scale &  Sigma 
)
inline

Definition at line 140 of file multi_student_t_lpdf.hpp.

§ multinomial_lpmf() [1/2]

template<bool propto, typename T_prob >
return_type_t<T_prob> stan::math::multinomial_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Definition at line 15 of file multinomial_lpmf.hpp.

§ multinomial_lpmf() [2/2]

template<typename T_prob >
return_type_t<T_prob> stan::math::multinomial_lpmf ( const std::vector< int > &  ns,
const Eigen::Matrix< T_prob, Eigen::Dynamic, 1 > &  theta 
)

Definition at line 45 of file multinomial_lpmf.hpp.

§ multinomial_rng()

template<class RNG >
std::vector<int> stan::math::multinomial_rng ( const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  theta,
int  N,
RNG &  rng 
)
inline

Definition at line 13 of file multinomial_rng.hpp.

§ multiply() [1/26]

template<typename T , int R1, int C1>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::multiply ( const Eigen::Matrix< fvar< T >, R1, C1 > &  m,
const fvar< T > &  c 
)
inline

Definition at line 14 of file multiply.hpp.

§ multiply() [2/26]

template<typename T , int R2, int C2>
Eigen::Matrix<fvar<T>, R2, C2> stan::math::multiply ( const Eigen::Matrix< fvar< T >, R2, C2 > &  m,
double  c 
)
inline

Definition at line 23 of file multiply.hpp.

§ multiply() [3/26]

template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::multiply ( const Eigen::Matrix< T1, R, C > &  m,
T2  c 
)
inline

Return specified matrix multiplied by specified scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
T1type of elements in the matrix
T2type of scalar
Parameters
mmatrix
cscalar
Returns
product of matrix and scalar

Definition at line 29 of file multiply.hpp.

§ multiply() [4/26]

template<typename T , int R1, int C1>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::multiply ( const Eigen::Matrix< double, R1, C1 > &  m,
const fvar< T > &  c 
)
inline

Definition at line 32 of file multiply.hpp.

§ multiply() [5/26]

template<typename T , int R1, int C1>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::multiply ( const fvar< T > &  c,
const Eigen::Matrix< fvar< T >, R1, C1 > &  m 
)
inline

Definition at line 41 of file multiply.hpp.

§ multiply() [6/26]

template<typename T , int R1, int C1>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::multiply ( double  c,
const Eigen::Matrix< fvar< T >, R1, C1 > &  m 
)
inline

Definition at line 47 of file multiply.hpp.

§ multiply() [7/26]

template<int R, int C, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::multiply ( T1  c,
const Eigen::Matrix< T2, R, C > &  m 
)
inline

Return specified scalar multiplied by specified matrix.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
T1type of scalar
T2type of elements in the matrix
Parameters
cscalar
mmatrix
Returns
product of scalar and matrix

Definition at line 48 of file multiply.hpp.

§ multiply() [8/26]

template<typename T , int R1, int C1>
Eigen::Matrix<fvar<T>, R1, C1> stan::math::multiply ( const fvar< T > &  c,
const Eigen::Matrix< double, R1, C1 > &  m 
)
inline

Definition at line 53 of file multiply.hpp.

§ multiply() [9/26]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::multiply ( const Eigen::Matrix< fvar< T >, R1, C1 > &  m1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  m2 
)
inline

Definition at line 59 of file multiply.hpp.

§ multiply() [10/26]

template<int R1, int C1, int R2, int C2, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
Eigen::Matrix<return_type_t<T1, T2>, R1, C2> stan::math::multiply ( const Eigen::Matrix< T1, R1, C1 > &  m1,
const Eigen::Matrix< T2, R2, C2 > &  m2 
)
inline

Return the product of the specified matrices.

The number of columns in the first matrix must be the same as the number of rows in the second matrix.

Template Parameters
R1number of rows in the first matrix, can be Eigen::Dynamic
C1number of columns in the first matrix, can be Eigen::Dynamic
R2number of rows in the second matrix, can be Eigen::Dynamic
C2number of columns in the second matrix, can be Eigen::Dynamic
T1type of elements in first matrix
T2type of elements in second matrix
Parameters
m1first matrix
m2second matrix
Returns
the product of the first and second matrices
Exceptions
<code>std::invalid_argument</code>if the number of columns of m1 does not match the number of rows of m2.

Definition at line 73 of file multiply.hpp.

§ multiply() [11/26]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::multiply ( const Eigen::Matrix< fvar< T >, R1, C1 > &  m1,
const Eigen::Matrix< double, R2, C2 > &  m2 
)
inline

Definition at line 75 of file multiply.hpp.

§ multiply() [12/26]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, C2> stan::math::multiply ( const Eigen::Matrix< double, R1, C1 > &  m1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  m2 
)
inline

Definition at line 91 of file multiply.hpp.

§ multiply() [13/26]

template<typename T , int C1, int R2>
fvar<T> stan::math::multiply ( const Eigen::Matrix< fvar< T >, 1, C1 > &  rv,
const Eigen::Matrix< fvar< T >, R2, 1 > &  v 
)
inline

Definition at line 107 of file multiply.hpp.

§ multiply() [14/26]

template<int C1, int R2, typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
return_type_t<T1, T2> stan::math::multiply ( const Eigen::Matrix< T1, 1, C1 > &  rv,
const Eigen::Matrix< T2, R2, 1 > &  v 
)
inline

Return the scalar product of the specified row vector and specified column vector.

The return is the same as the dot product. The two vectors must be the same size.

Template Parameters
C1number of columns in row vector, can be Eigen::Dynamic
R2number of rows in column vector, can be Eigen::Dynamic
T1type of elements in row vector
T2type of elements in column vector
Parameters
rvrow vector
vcolumn vector
Returns
scalar result of multiplying row vector by column vector
Exceptions
<code>std::invalid_argument</code>if rv and v are not the same size

Definition at line 108 of file multiply.hpp.

§ multiply() [15/26]

template<typename T , int C1, int R2>
fvar<T> stan::math::multiply ( const Eigen::Matrix< fvar< T >, 1, C1 > &  rv,
const Eigen::Matrix< double, R2, 1 > &  v 
)
inline

Definition at line 114 of file multiply.hpp.

§ multiply() [16/26]

template<typename T , int C1, int R2>
fvar<T> stan::math::multiply ( const Eigen::Matrix< double, 1, C1 > &  rv,
const Eigen::Matrix< fvar< T >, R2, 1 > &  v 
)
inline

Definition at line 121 of file multiply.hpp.

§ multiply() [17/26]

template<typename T1 , typename T2 , typename = require_all_arithmetic_t<T1, T2>>
return_type_t<T1, T2> stan::math::multiply ( T1  m,
T2  c 
)
inline

Return product of scalars.

Template Parameters
T1type of first scalar
T2type of second scalar
Parameters
mscalar
cscalar
Returns
product

Definition at line 124 of file multiply.hpp.

§ multiply() [18/26]

template<typename T1 , typename T2 , typename = require_all_var_or_arithmetic_t<T1, T2>, typename = require_any_var_t<T1, T2>>
return_type_t<T1, T2> stan::math::multiply ( const T1 &  v,
const T2 &  c 
)
inline

Return the product of two scalars.

Template Parameters
T1scalar type of v
T2scalar type of c
Parameters
[in]vFirst scalar
[in]cSpecified scalar
Returns
Product of scalars

Definition at line 557 of file multiply.hpp.

§ multiply() [19/26]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::multiply ( const var c,
const Eigen::Matrix< var, R, C > &  m 
)
inline

Return the product of scalar and matrix.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]cscalar of var type
[in]mmatrix of var type
Returns
Product of scalar and matrix

Definition at line 571 of file multiply.hpp.

§ multiply() [20/26]

template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix<var, R, C> stan::math::multiply ( const Arith &  c,
const Eigen::Matrix< var, R, C > &  m 
)
inline

Return the product of scalar and matrix.

Template Parameters
Arithan arithmetic type
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]cscalar of arithmetic type
[in]mmatrix of var type
Returns
Product of scalar and matrix

Definition at line 588 of file multiply.hpp.

§ multiply() [21/26]

template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix<var, R, C> stan::math::multiply ( const var c,
const Eigen::Matrix< Arith, R, C > &  m 
)
inline

Return the product of scalar and matrix.

Template Parameters
Arithan arithmetic type
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]cscalar of var type
[in]mmatrix of arithmetic type
Returns
Product of scalar and matrix

Definition at line 605 of file multiply.hpp.

§ multiply() [22/26]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::multiply ( const Eigen::Matrix< var, R, C > &  m,
const var c 
)
inline

Return the product of matrix and scalar.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mmatrix of var type
[in]cscalar of var type
Returns
Product of matrix and scalar

Definition at line 620 of file multiply.hpp.

§ multiply() [23/26]

template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix<var, R, C> stan::math::multiply ( const Eigen::Matrix< Arith, R, C > &  m,
const var c 
)
inline

Return the product of matrix and scalar.

Template Parameters
Arithan arithmetic type
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mmatrix of arithmetic type
[in]cscalar of var type
Returns
Product of matrix and scalar

Definition at line 637 of file multiply.hpp.

§ multiply() [24/26]

template<typename Arith , int R, int C, typename = require_arithmetic_t<Arith>>
Eigen::Matrix<var, R, C> stan::math::multiply ( const Eigen::Matrix< var, R, C > &  m,
const Arith &  c 
)
inline

Return the product of matrix and scalar.

Template Parameters
Arithan arithmetic type
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mmatrix of var type
[in]cscalar of arithmetic type
Returns
Product of matrix and scalar

Definition at line 654 of file multiply.hpp.

§ multiply() [25/26]

template<typename Ta , int Ra, int Ca, typename Tb , int Cb, typename = require_any_var_t<Ta, Tb>>
Eigen::Matrix<var, Ra, Cb> stan::math::multiply ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Ca, Cb > &  B 
)
inline

Return the product of two matrices.

Template Parameters
Tatype of elements in matrix A
Ranumber of rows in matrix A, can be Eigen::Dynamic
Canumber of columns in matrix A and rows in matrix B
Tbtype of elements in matrix B
Cbnumber of columns in matrix B, can be Eigen::Dynamic
Parameters
[in]AMatrix
[in]BMatrix
Returns
Product of scalar and matrix.

Definition at line 674 of file multiply.hpp.

§ multiply() [26/26]

template<typename Ta , int Ca, typename Tb , typename = require_any_var_t<Ta, Tb>>
var stan::math::multiply ( const Eigen::Matrix< Ta, 1, Ca > &  A,
const Eigen::Matrix< Tb, Ca, 1 > &  B 
)
inline

Return the scalar product of a row vector and a vector.

Template Parameters
Tatype of elements in matrix A
Canumber of columns in matrix A and rows in matrix B
Tbtype of elements in matrix B
Parameters
[in]ARow vector
[in]BColumn vector
Returns
Scalar product of row vector and vector

Definition at line 704 of file multiply.hpp.

§ multiply_log() [1/7]

template<typename T >
fvar<T> stan::math::multiply_log ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 13 of file multiply_log.hpp.

§ multiply_log() [2/7]

template<typename T >
fvar<T> stan::math::multiply_log ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 20 of file multiply_log.hpp.

§ multiply_log() [3/7]

template<typename T >
fvar<T> stan::math::multiply_log ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 26 of file multiply_log.hpp.

§ multiply_log() [4/7]

template<typename T_a , typename T_b >
return_type_t<T_a, T_b> stan::math::multiply_log ( const T_a  a,
const T_b  b 
)
inline

Calculate the value of the first argument times log of the second argument while behaving properly with 0 inputs.

\( a * \log b \).

\[ \mbox{multiply\_log}(x, y) = \begin{cases} 0 & \mbox{if } x=y=0\\ x\ln y & \mbox{if } x, y\neq0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{multiply\_log}(x, y)}{\partial x} = \begin{cases} \infty & \mbox{if } x=y=0\\ \ln y & \mbox{if } x, y\neq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{multiply\_log}(x, y)}{\partial y} = \begin{cases} \infty & \mbox{if } x=y=0\\ \frac{x}{y} & \mbox{if } x, y\neq 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
T_atype of the first variable
T_btype of the second variable
Parameters
athe first variable
bthe second variable
Returns
a * log(b)

Definition at line 51 of file multiply_log.hpp.

§ multiply_log() [5/7]

var stan::math::multiply_log ( const var a,
const var b 
)
inline

Return the value of a*log(b).

When both a and b are 0, the value returned is 0. The partial deriviative with respect to a is log(b). The partial deriviative with respect to b is a/b. When a and b are both 0, this is set to Inf.

Parameters
aFirst variable.
bSecond variable.
Returns
Value of a*log(b)

Definition at line 74 of file multiply_log.hpp.

§ multiply_log() [6/7]

var stan::math::multiply_log ( const var a,
double  b 
)
inline

Return the value of a*log(b).

When both a and b are 0, the value returned is 0. The partial deriviative with respect to a is log(b).

Parameters
aFirst variable.
bSecond scalar.
Returns
Value of a*log(b)

Definition at line 87 of file multiply_log.hpp.

§ multiply_log() [7/7]

var stan::math::multiply_log ( double  a,
const var b 
)
inline

Return the value of a*log(b).

When both a and b are 0, the value returned is 0. The partial deriviative with respect to b is a/b. When a and b are both 0, this is set to Inf.

Parameters
aFirst scalar.
bSecond variable.
Returns
Value of a*log(b)

Definition at line 101 of file multiply_log.hpp.

§ multiply_lower_tri_self_transpose() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, R> stan::math::multiply_lower_tri_self_transpose ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 13 of file multiply_lower_tri_self_transpose.hpp.

§ multiply_lower_tri_self_transpose() [2/3]

matrix_v stan::math::multiply_lower_tri_self_transpose ( const matrix_v L)
inline

Definition at line 14 of file multiply_lower_tri_self_transpose.hpp.

§ multiply_lower_tri_self_transpose() [3/3]

matrix_d stan::math::multiply_lower_tri_self_transpose ( const matrix_d L)
inline

Returns the result of multiplying the lower triangular portion of the input matrix by its own transpose.

Parameters
LMatrix to multiply.
Returns
The lower triangular values in L times their own transpose.
Exceptions
std::domain_errorIf the input matrix is not square.

Definition at line 19 of file multiply_lower_tri_self_transpose.hpp.

§ neg_binomial_2_cdf()

template<typename T_n , typename T_location , typename T_precision >
return_type_t<T_location, T_precision> stan::math::neg_binomial_2_cdf ( const T_n &  n,
const T_location &  mu,
const T_precision &  phi 
)

Definition at line 18 of file neg_binomial_2_cdf.hpp.

§ neg_binomial_2_lccdf()

template<typename T_n , typename T_location , typename T_precision >
return_type_t<T_location, T_precision> stan::math::neg_binomial_2_lccdf ( const T_n &  n,
const T_location &  mu,
const T_precision &  phi 
)

Definition at line 15 of file neg_binomial_2_lccdf.hpp.

§ neg_binomial_2_lcdf()

template<typename T_n , typename T_location , typename T_precision >
return_type_t<T_location, T_precision> stan::math::neg_binomial_2_lcdf ( const T_n &  n,
const T_location &  mu,
const T_precision &  phi 
)

Definition at line 14 of file neg_binomial_2_lcdf.hpp.

§ neg_binomial_2_log_glm_lpmf() [1/2]

template<typename T_alpha , typename T_beta , typename T_precision >
return_type_t<T_alpha, T_beta, T_precision> stan::math::neg_binomial_2_log_glm_lpmf ( const matrix_cl< int > &  y,
const matrix_cl< double > &  x,
const T_alpha &  alpha,
const T_beta &  beta,
const T_precision &  phi 
)
inline

Definition at line 197 of file neg_binomial_2_log_glm_lpmf.hpp.

§ neg_binomial_2_log_glm_lpmf() [2/2]

template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_precision >
return_type_t<T_x, T_alpha, T_beta, T_precision> stan::math::neg_binomial_2_log_glm_lpmf ( const T_y &  y,
const T_x &  x,
const T_alpha &  alpha,
const T_beta &  beta,
const T_precision &  phi 
)
inline

Definition at line 227 of file neg_binomial_2_log_glm_lpmf.hpp.

§ neg_binomial_2_log_lpmf() [1/2]

template<bool propto, typename T_n , typename T_log_location , typename T_precision >
return_type_t<T_log_location, T_precision> stan::math::neg_binomial_2_log_lpmf ( const T_n &  n,
const T_log_location &  eta,
const T_precision &  phi 
)

Definition at line 21 of file neg_binomial_2_log_lpmf.hpp.

§ neg_binomial_2_log_lpmf() [2/2]

template<typename T_n , typename T_log_location , typename T_precision >
return_type_t<T_log_location, T_precision> stan::math::neg_binomial_2_log_lpmf ( const T_n &  n,
const T_log_location &  eta,
const T_precision &  phi 
)
inline

Definition at line 123 of file neg_binomial_2_log_lpmf.hpp.

§ neg_binomial_2_lpmf() [1/2]

template<bool propto, typename T_n , typename T_location , typename T_precision >
return_type_t<T_location, T_precision> stan::math::neg_binomial_2_lpmf ( const T_n &  n,
const T_location &  mu,
const T_precision &  phi 
)

Definition at line 19 of file neg_binomial_2_lpmf.hpp.

§ neg_binomial_2_lpmf() [2/2]

template<typename T_n , typename T_location , typename T_precision >
return_type_t<T_location, T_precision> stan::math::neg_binomial_2_lpmf ( const T_n &  n,
const T_location &  mu,
const T_precision &  phi 
)
inline

Definition at line 119 of file neg_binomial_2_lpmf.hpp.

§ neg_binomial_cdf()

template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t<T_shape, T_inv_scale> stan::math::neg_binomial_cdf ( const T_n &  n,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 19 of file neg_binomial_cdf.hpp.

§ neg_binomial_lccdf()

template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t<T_shape, T_inv_scale> stan::math::neg_binomial_lccdf ( const T_n &  n,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 20 of file neg_binomial_lccdf.hpp.

§ neg_binomial_lcdf()

template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t<T_shape, T_inv_scale> stan::math::neg_binomial_lcdf ( const T_n &  n,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 20 of file neg_binomial_lcdf.hpp.

§ neg_binomial_lpmf() [1/2]

template<bool propto, typename T_n , typename T_shape , typename T_inv_scale >
return_type_t<T_shape, T_inv_scale> stan::math::neg_binomial_lpmf ( const T_n &  n,
const T_shape &  alpha,
const T_inv_scale &  beta 
)

Definition at line 26 of file neg_binomial_lpmf.hpp.

§ neg_binomial_lpmf() [2/2]

template<typename T_n , typename T_shape , typename T_inv_scale >
return_type_t<T_shape, T_inv_scale> stan::math::neg_binomial_lpmf ( const T_n &  n,
const T_shape &  alpha,
const T_inv_scale &  beta 
)
inline

Definition at line 151 of file neg_binomial_lpmf.hpp.

§ negative_infinity()

double stan::math::negative_infinity ( )
inline

Return negative infinity.

Returns
Negative infinity.

Definition at line 192 of file constants.hpp.

§ nested_size()

static size_t stan::math::nested_size ( )
inlinestatic

Definition at line 10 of file nested_size.hpp.

§ normal_id_glm_lpdf() [1/2]

template<typename T_alpha , typename T_beta , typename T_scale >
return_type_t<T_alpha, T_beta, T_scale> stan::math::normal_id_glm_lpdf ( const matrix_cl< double > &  y,
const matrix_cl< double > &  x,
const T_alpha &  alpha,
const T_beta &  beta,
const T_scale &  sigma 
)
inline

Definition at line 195 of file normal_id_glm_lpdf.hpp.

§ normal_id_glm_lpdf() [2/2]

template<typename T_y , typename T_x , typename T_alpha , typename T_beta , typename T_scale >
return_type_t<T_y, T_x, T_alpha, T_beta, T_scale> stan::math::normal_id_glm_lpdf ( const T_y &  y,
const T_x &  x,
const T_alpha &  alpha,
const T_beta &  beta,
const T_scale &  sigma 
)
inline

Definition at line 202 of file normal_id_glm_lpdf.hpp.

§ normal_lccdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::normal_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 17 of file normal_lccdf.hpp.

§ normal_lcdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::normal_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 20 of file normal_lcdf.hpp.

§ normal_lpdf()

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 110 of file normal_lpdf.hpp.

§ normal_sufficient_lpdf()

template<typename T_y , typename T_s , typename T_n , typename T_loc , typename T_scale >
return_type_t<T_y, T_s, T_loc, T_scale> stan::math::normal_sufficient_lpdf ( const T_y &  y_bar,
const T_s &  s_squared,
const T_n &  n_obs,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 136 of file normal_sufficient_lpdf.hpp.

§ not_a_number()

double stan::math::not_a_number ( )
inline

Return (quiet) not-a-number.

Returns
Quiet not-a-number.

Definition at line 199 of file constants.hpp.

§ num_elements() [1/3]

template<typename T >
int stan::math::num_elements ( const T &  x)
inline

Returns 1, the number of elements in a primitive type.

Template Parameters
Tscalar type
Parameters
xArgument of primitive type.
Returns
1

Definition at line 18 of file num_elements.hpp.

§ num_elements() [2/3]

template<typename T , int R, int C>
int stan::math::num_elements ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the size of the specified matrix.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
margument matrix
Returns
size of matrix

Definition at line 33 of file num_elements.hpp.

§ num_elements() [3/3]

template<typename T >
int stan::math::num_elements ( const std::vector< T > &  v)
inline

Returns the number of elements in the specified vector.

This assumes it is not ragged and that each of its contained elements has the same number of elements.

Template Parameters
Ttype of elements in the vector
Parameters
vargument vector
Returns
number of contained arguments

Definition at line 47 of file num_elements.hpp.

§ offset_multiplier_constrain() [1/2]

template<typename T , typename M , typename S >
return_type_t<T, M, S> stan::math::offset_multiplier_constrain ( const T &  x,
const M &  mu,
const S &  sigma 
)
inline

Return the linearly transformed value for the specified unconstrained input and specified offset and multiplier.

The transform applied is

\(f(x) = mu + sigma * x\)

where mu is the offset and sigma is the multiplier.

If the offset is zero and the multiplier is one this reduces to identity_constrain(x).

Template Parameters
Ttype of scalar
Mtype of offset
Stype of multiplier
Parameters
[in]xUnconstrained scalar input
[in]muoffset of constrained output
[in]sigmamultiplier of constrained output
Returns
linear transformed value correspdonding to inputs
Exceptions
std::domain_errorif sigma <= 0
std::domain_errorif mu is not finite

Definition at line 38 of file offset_multiplier_constrain.hpp.

§ offset_multiplier_constrain() [2/2]

template<typename T , typename M , typename S >
return_type_t<T, M, S> stan::math::offset_multiplier_constrain ( const T &  x,
const M &  mu,
const S &  sigma,
T &  lp 
)
inline

Return the linearly transformed value for the specified unconstrained input and specified offset and multiplier, incrementing the specified reference with the log absolute Jacobian determinant of the transform.

The transform applied is

\(f(x) = mu + sigma * x\)

where mu is the offset and sigma is the multiplier.

If the offset is zero and multiplier is one, this function reduces to identity_constraint(x, lp).

Template Parameters
Ttype of scalar
Mtype of offset
Stype of multiplier
Parameters
[in]xUnconstrained scalar input
[in]muoffset of constrained output
[in]sigmamultiplier of constrained output
[in,out]lpReference to log probability to increment.
Returns
linear transformed value corresponding to inputs
Exceptions
std::domain_errorif sigma <= 0
std::domain_errorif mu is not finite

Definition at line 79 of file offset_multiplier_constrain.hpp.

§ offset_multiplier_free()

template<typename T , typename L , typename S >
return_type_t<T, L, S> stan::math::offset_multiplier_free ( const T &  y,
const L &  mu,
const S &  sigma 
)
inline

Return the unconstrained scalar that transforms to the specified offset and multiplier constrained scalar given the specified offset and multiplier.

The transform in locmultiplier_constrain(T, double, double), is reversed by the reverse affine transformation,

\(f^{-1}(y) = \frac{y - L}{S}\)

where \(L\) and \(S\) are the offset and multiplier.

If the offset is zero and multiplier is one, this function reduces to identity_free(y).

Template Parameters
Ttype of scalar
Ltype of offset
Stype of multiplier
Parameters
yconstrained value
[in]muoffset of constrained output
[in]sigmamultiplier of constrained output
Returns
the free scalar that transforms to the input scalar given the offset and multiplier
Exceptions
std::domain_errorif sigma <= 0
std::domain_errorif mu is not finite

Definition at line 39 of file offset_multiplier_free.hpp.

§ one_hot_array()

std::vector<double> stan::math::one_hot_array ( int  K,
int  k 
)
inline

Return an array with 1 in the k-th position and zero elsewhere.

Parameters
Ksize of the array
kposition of the 1 (indexing from 1)
Returns
An array of size K with all elements initialised to zero and a 1 in the k-th position.
Exceptions
std::domain_errorif K is not positive, or if k is less than 1 or greater than K.

Definition at line 20 of file one_hot_array.hpp.

§ one_hot_int_array()

std::vector<int> stan::math::one_hot_int_array ( int  K,
int  k 
)
inline

Return an integer array with 1 in the k-th position and zero elsewhere.

Parameters
Ksize of the array
kposition of the 1 (indexing from 1)
Returns
An integer array of size K with all elements initialised to zero and a 1 in the k-th position.
Exceptions
std::domain_errorif K is not positive, or if k is less than 1 or greater than K.

Definition at line 20 of file one_hot_int_array.hpp.

§ one_hot_row_vector()

Eigen::RowVectorXd stan::math::one_hot_row_vector ( int  K,
int  k 
)
inline

Return a row vector with 1 in the k-th position and zero elsewhere.

Parameters
Ksize of the row vector
kposition of the 1 (indexing from 1)
Returns
A row vector of size K with all elements initialised to zero and a 1 in the k-th position.
Exceptions
std::domain_errorif K is not positive, or if k is less than 1 or greater than K.

Definition at line 20 of file one_hot_row_vector.hpp.

§ one_hot_vector()

Eigen::VectorXd stan::math::one_hot_vector ( int  K,
int  k 
)
inline

Return a vector with 1 in the k-th position and zero elsewhere.

Parameters
Ksize of the vector
kposition of the 1 (indexing from 1)
Returns
A vector of size K with all elements initialised to zero and a 1 in the k-th position.
Exceptions
std::domain_errorif K is not positive, or if k is less than 1 or greater than K.

Definition at line 20 of file one_hot_vector.hpp.

§ ones_array()

std::vector<double> stan::math::ones_array ( int  K)
inline

Return an array of ones.

Parameters
Ksize of the array
Returns
An array of size K with all elements initialised to 1.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file ones_array.hpp.

§ ones_int_array()

std::vector<int> stan::math::ones_int_array ( int  K)
inline

Return an integer array of ones.

Parameters
Ksize of the array
Returns
An integer array of size K with all elements initialised to 1.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file ones_int_array.hpp.

§ ones_row_vector()

Eigen::RowVectorXd stan::math::ones_row_vector ( int  K)
inline

Return a row vector of ones.

Parameters
Ksize of the row vector
Returns
A row vector of size K with all elements initialised to 1.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file ones_row_vector.hpp.

§ ones_vector()

Eigen::VectorXd stan::math::ones_vector ( int  K)
inline

Return a vector of ones.

Parameters
Ksize of the vector
Returns
A vector of size K with all elements initialised to 1.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file ones_vector.hpp.

§ operator &&() [1/6]

bool stan::math::operator&& ( var  x,
var  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjuntion of the argument's values

Definition at line 18 of file operator_logical_and.hpp.

§ operator &&() [2/6]

template<typename T >
bool stan::math::operator&& ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjuntion of the argument's values

Definition at line 19 of file operator_logical_and.hpp.

§ operator &&() [3/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator&& ( var  x,
Arith  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Template Parameters
Varvalue type of a var
ArithAn arithmetic type
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
conjunction of first argument's value and second argument

Definition at line 32 of file operator_logical_and.hpp.

§ operator &&() [4/6]

template<typename T >
bool stan::math::operator&& ( const fvar< T > &  x,
double  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
conjunction of first argument's value and second argument

Definition at line 34 of file operator_logical_and.hpp.

§ operator &&() [5/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator&& ( Arith  x,
var  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Template Parameters
Varvalue type of a var
ArithAn arithmetic type
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
conjunction of first argument and second argument's value

Definition at line 48 of file operator_logical_and.hpp.

§ operator &&() [6/6]

template<typename T >
bool stan::math::operator&& ( double  x,
const fvar< T > &  y 
)
inline

Return the logical conjunction of the values of the two arguments as defined by &&.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
conjunction of first argument and the second argument's value

Definition at line 49 of file operator_logical_and.hpp.

§ operator!() [1/2]

bool stan::math::operator! ( var  x)
inline

Return the negation of the value of the argument as defined by !.

Parameters
[in]xargument
Returns
negation of argument value

Definition at line 17 of file operator_unary_not.hpp.

§ operator!() [2/2]

template<typename T >
bool stan::math::operator! ( const fvar< T > &  x)
inline

Return the negation of the value of the argument as defined by !.

Template Parameters
valueand tangent type for variables
Parameters
[in]xargument
Returns
negation of argument value

Definition at line 18 of file operator_unary_not.hpp.

§ operator!=() [1/6]

template<typename T >
bool stan::math::operator!= ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the value of the two arguments are not equal as defined by !=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the values of the arguments are not equal

Definition at line 19 of file operator_not_equal.hpp.

§ operator!=() [2/6]

bool stan::math::operator!= ( var  a,
var  b 
)
inline

Inequality operator comparing two variables' values (C++).

\[ \mbox{operator!=}(x, y) = \begin{cases} 0 & \mbox{if } x = y\\ 1 & \mbox{if } x \neq y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if the first variable's value is not the same as the second's.

Definition at line 27 of file operator_not_equal.hpp.

§ operator!=() [3/6]

template<typename T >
bool stan::math::operator!= ( const fvar< T > &  x,
double  y 
)
inline

Return true if the value of the first argument is not equal to the second argument as defined by !=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the value of the first argument is not equal to the second argument

Definition at line 34 of file operator_not_equal.hpp.

§ operator!=() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator!= ( var  a,
Arith  b 
)
inline

Inequality operator comparing a variable's value and a double (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if the first variable's value is not the same as the second value.

Definition at line 40 of file operator_not_equal.hpp.

§ operator!=() [5/6]

template<typename T >
bool stan::math::operator!= ( double  x,
const fvar< T > &  y 
)
inline

Return true if the first argument is not equal to the value of the second argument as defined by !=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument is not equal to the value of the second argument

Definition at line 49 of file operator_not_equal.hpp.

§ operator!=() [6/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator!= ( Arith  a,
var  b 
)
inline

Inequality operator comparing a double and a variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst value.
bSecond variable.
Returns
True if the first value is not the same as the second variable's value.

Definition at line 55 of file operator_not_equal.hpp.

§ operator*() [1/9]

template<typename T >
fvar<T> stan::math::operator* ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return the product of the two arguments.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
product of arguments

Definition at line 18 of file operator_multiplication.hpp.

§ operator*() [2/9]

template<typename T >
fvar<T> stan::math::operator* ( double  x,
const fvar< T > &  y 
)
inline

Return the product of the two arguments.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
product of arguments

Definition at line 31 of file operator_multiplication.hpp.

§ operator*() [3/9]

template<typename T >
fvar<T> stan::math::operator* ( const fvar< T > &  x,
double  y 
)
inline

Return the product of the two arguments.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
product of arguments

Definition at line 44 of file operator_multiplication.hpp.

§ operator*() [4/9]

var stan::math::operator* ( var  a,
var  b 
)
inline

Multiplication operator for two variables (C++).

The partial derivatives are

\(\frac{\partial}{\partial x} (x * y) = y\), and

\(\frac{\partial}{\partial y} (x * y) = x\).

\[ \mbox{operator*}(x, y) = \begin{cases} xy & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator*}(x, y)}{\partial x} = \begin{cases} y & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator*}(x, y)}{\partial y} = \begin{cases} x & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable operand.
bSecond variable operand.
Returns
Variable result of multiplying operands.

Definition at line 80 of file operator_multiplication.hpp.

§ operator*() [5/9]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator* ( var  a,
Arith  b 
)
inline

Multiplication operator for a variable and a scalar (C++).

The partial derivative for the variable is

\(\frac{\partial}{\partial x} (x * c) = c\), and

Template Parameters
ArithAn arithmetic type
Parameters
aVariable operand.
bScalar operand.
Returns
Variable result of multiplying operands.

Definition at line 97 of file operator_multiplication.hpp.

§ operator*() [6/9]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator* ( Arith  a,
var  b 
)
inline

Multiplication operator for a scalar and a variable (C++).

The partial derivative for the variable is

\(\frac{\partial}{\partial y} (c * y) = c\).

Template Parameters
ArithAn arithmetic type
Parameters
aScalar operand.
bVariable operand.
Returns
Variable result of multiplying the operands.

Definition at line 117 of file operator_multiplication.hpp.

§ operator*() [7/9]

template<typename T_a , typename T_b , typename = require_arithmetic_t<T_a>, typename = require_all_valid_expressions_t<T_b>>
elewise_multiplication_<scalar_<T_a>, as_operation_cl_t<T_b> > stan::math::operator* ( T_a &&  a,
T_b &&  b 
)
inline

Multiplication of a scalar and a kernel generator expression.

Template Parameters
T_atype of scalar
T_btype of expression
Parameters
ascalar
bexpression
Returns
Multiplication of given arguments

Definition at line 203 of file binary_operation.hpp.

§ operator*() [8/9]

template<typename T_a , typename T_b , typename = require_all_valid_expressions_t<T_a>, typename = require_arithmetic_t<T_b>>
elewise_multiplication_<as_operation_cl_t<T_a>, scalar_<T_b> > stan::math::operator* ( T_a &&  a,
const T_b  b 
)
inline

Multiplication of a kernel generator expression and a scalar.

Template Parameters
T_atype of expression
T_btype of scalar
Parameters
aexpression
bscalar
Returns
Multiplication of given arguments

Definition at line 220 of file binary_operation.hpp.

§ operator*() [9/9]

template<typename T_a , typename T_b , typename = require_all_valid_expressions_and_none_scalar_t<T_a, T_b>>
matrix_cl<double> stan::math::operator* ( const T_a &  a,
const T_b &  b 
)
inline

Matrix multiplication of two kernel generator expressions.

Evaluates both expressions before calculating the matrix product.

Template Parameters
T_atype of first expression
T_btype of second expression
Parameters
afirst expression
bsecond expression
Returns
Matrix product of given arguments

Definition at line 236 of file binary_operation.hpp.

§ operator+() [1/8]

template<typename T >
fvar<T> stan::math::operator+ ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return the sum of the specified forward mode addends.

Template Parameters
Ttype of values and tangents
Parameters
x1first addend
x2second addend
Returns
sum of addends

Definition at line 18 of file operator_addition.hpp.

§ operator+() [2/8]

template<typename T >
fvar<T> stan::math::operator+ ( const fvar< T > &  x)
inline

Returns the argument.

It is included for completeness. The primitive unary operator+ exists to promote integer to floating point values.

Template Parameters
Tvalue and tangent type of the argument
Parameters
xargument
Returns
the argument

Definition at line 19 of file operator_unary_plus.hpp.

§ operator+() [3/8]

template<typename T >
fvar<T> stan::math::operator+ ( double  x1,
const fvar< T > &  x2 
)
inline

Return the sum of the specified double and forward mode addends.

Template Parameters
Ttype of values and tangents
Parameters
x1first addend
x2second addend
Returns
sum of addends

Definition at line 31 of file operator_addition.hpp.

§ operator+() [4/8]

var stan::math::operator+ ( var  a)
inline

Unary plus operator for variables (C++).

The function simply returns its input, because

\(\frac{d}{dx} +x = \frac{d}{dx} x = 1\).

The effect of unary plus on a built-in C++ scalar type is integer promotion. Because variables are all double-precision floating point already, promotion is not necessary.

\[ \mbox{operator+}(x) = \begin{cases} x & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator+}(x)}{\partial x} = \begin{cases} 1 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aArgument variable.
Returns
The input reference.

Definition at line 44 of file operator_unary_plus.hpp.

§ operator+() [5/8]

template<typename T >
fvar<T> stan::math::operator+ ( const fvar< T > &  x1,
double  x2 
)
inline

Return the sum of the specified forward mode and double addends.

Template Parameters
Ttype of values and tangents
Parameters
x1first addend
x2second addend
Returns
sum of addends

Definition at line 44 of file operator_addition.hpp.

§ operator+() [6/8]

var stan::math::operator+ ( var  a,
var  b 
)
inline

Addition operator for variables (C++).

The partial derivatives are defined by

\(\frac{\partial}{\partial x} (x+y) = 1\), and

\(\frac{\partial}{\partial y} (x+y) = 1\).

\[ \mbox{operator+}(x, y) = \begin{cases} x+y & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator+}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator+}(x, y)}{\partial y} = \begin{cases} 1 & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable operand.
bSecond variable operand.
Returns
Variable result of adding two variables.

Definition at line 81 of file operator_addition.hpp.

§ operator+() [7/8]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator+ ( var  a,
Arith  b 
)
inline

Addition operator for variable and scalar (C++).

The derivative with respect to the variable is

\(\frac{d}{dx} (x + c) = 1\).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable operand.
bSecond scalar operand.
Returns
Result of adding variable and scalar.

Definition at line 98 of file operator_addition.hpp.

§ operator+() [8/8]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator+ ( Arith  a,
var  b 
)
inline

Addition operator for scalar and variable (C++).

The derivative with respect to the variable is

\(\frac{d}{dy} (c + y) = 1\).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst scalar operand.
bSecond variable operand.
Returns
Result of adding variable and scalar.

Definition at line 118 of file operator_addition.hpp.

§ operator++() [1/2]

var& stan::math::operator++ ( var a)
inline

Prefix increment operator for variables (C++).

Following C++, (++a) is defined to behave exactly as (a = a + 1.0) does, but is faster and uses less memory. In particular, the result is an assignable lvalue.

Parameters
aVariable to increment.
Returns
Reference the result of incrementing this input variable.

Definition at line 36 of file operator_unary_increment.hpp.

§ operator++() [2/2]

var stan::math::operator++ ( var a,
int   
)
inline

Postfix increment operator for variables (C++).

Following C++, the expression (a++) is defined to behave like the sequence of operations

var temp = a; a = a + 1.0; return temp;

Parameters
aVariable to increment.
Returns
Input variable.

Definition at line 52 of file operator_unary_increment.hpp.

§ operator-() [1/8]

template<typename T >
fvar<T> stan::math::operator- ( const fvar< T > &  x)
inline

Return the negation of the specified argument.

Template Parameters
valueand tangent type of the argument
Parameters
[in]xargument
Returns
negation of argument

Definition at line 17 of file operator_unary_minus.hpp.

§ operator-() [2/8]

template<typename T >
fvar<T> stan::math::operator- ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return the difference of the specified arguments.

Template Parameters
Ttype of values and tangents
Parameters
x1first argument
x2second argument
Returns
difference of the arguments

Definition at line 18 of file operator_subtraction.hpp.

§ operator-() [3/8]

template<typename T >
fvar<T> stan::math::operator- ( double  x1,
const fvar< T > &  x2 
)
inline

Return the difference of the specified arguments.

Template Parameters
Ttype of values and tangents
Parameters
x1first argument
x2second argument
Returns
difference of the arguments

Definition at line 31 of file operator_subtraction.hpp.

§ operator-() [4/8]

template<typename T >
fvar<T> stan::math::operator- ( const fvar< T > &  x1,
double  x2 
)
inline

Return the difference of the specified arguments.

Template Parameters
Ttype of values and tangents
Parameters
x1first argument
x2second argument
Returns
difference of the arguments

Definition at line 44 of file operator_subtraction.hpp.

§ operator-() [5/8]

var stan::math::operator- ( var  a)
inline

Unary negation operator for variables (C++).

\(\frac{d}{dx} -x = -1\).

\[ \mbox{operator-}(x) = \begin{cases} -x & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator-}(x)}{\partial x} = \begin{cases} -1 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aArgument variable.
Returns
Negation of variable.

Definition at line 51 of file operator_unary_negative.hpp.

§ operator-() [6/8]

var stan::math::operator- ( var  a,
var  b 
)
inline

Subtraction operator for variables (C++).

The partial derivatives are defined by

\(\frac{\partial}{\partial x} (x-y) = 1\), and

\(\frac{\partial}{\partial y} (x-y) = -1\).

\[ \mbox{operator-}(x, y) = \begin{cases} x-y & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator-}(x, y)}{\partial x} = \begin{cases} 1 & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator-}(x, y)}{\partial y} = \begin{cases} -1 & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Template Parameters
Var1value type of a var
Var2value type of a var
Parameters
aFirst variable operand.
bSecond variable operand.
Returns
Variable result of subtracting the second variable from the first.

Definition at line 96 of file operator_subtraction.hpp.

§ operator-() [7/8]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator- ( var  a,
Arith  b 
)
inline

Subtraction operator for variable and scalar (C++).

The derivative for the variable is

\(\frac{\partial}{\partial x} (x-c) = 1\), and

Template Parameters
Varvalue type of a var
ArithAn arithmetic type
Parameters
aFirst variable operand.
bSecond scalar operand.
Returns
Result of subtracting the scalar from the variable.

Definition at line 114 of file operator_subtraction.hpp.

§ operator-() [8/8]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator- ( Arith  a,
var  b 
)
inline

Subtraction operator for scalar and variable (C++).

The derivative for the variable is

\(\frac{\partial}{\partial y} (c-y) = -1\), and

Template Parameters
Varvalue type of a var
ArithAn arithmetic type
Parameters
aFirst scalar operand.
bSecond variable operand.
Returns
Result of sutracting a variable from a scalar.

Definition at line 135 of file operator_subtraction.hpp.

§ operator--() [1/2]

var& stan::math::operator-- ( var a)
inline

Prefix decrement operator for variables (C++).

Following C++, (–a) is defined to behave exactly as

a = a - 1.0)

does, but is faster and uses less memory. In particular, the result is an assignable lvalue.

Parameters
aVariable to decrement.
Returns
Reference the result of decrementing this input variable.

Definition at line 40 of file operator_unary_decrement.hpp.

§ operator--() [2/2]

var stan::math::operator-- ( var a,
int   
)
inline

Postfix decrement operator for variables (C++).

Following C++, the expression (a–) is defined to behave like the sequence of operations

var temp = a; a = a - 1.0; return temp;

Parameters
aVariable to decrement.
Returns
Input variable.

Definition at line 56 of file operator_unary_decrement.hpp.

§ operator/() [1/9]

template<typename T >
fvar<T> stan::math::operator/ ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return the result of dividing the first argument by the second.

Template Parameters
Ttype of fvar value and tangent
Parameters
x1first argument
x2second argument
Returns
first argument divided by second argument

Definition at line 18 of file operator_division.hpp.

§ operator/() [2/9]

template<typename T >
fvar<T> stan::math::operator/ ( const fvar< T > &  x1,
double  x2 
)
inline

Return the result of dividing the first argument by the second.

Template Parameters
Ttype of fvar value and tangent
Parameters
x1first argument
x2second argument
Returns
first argument divided by second argument

Definition at line 32 of file operator_division.hpp.

§ operator/() [3/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::operator/ ( const Eigen::Matrix< fvar< T >, R, C > &  v,
const fvar< T > &  c 
)
inline

Definition at line 38 of file divide.hpp.

§ operator/() [4/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::operator/ ( const Eigen::Matrix< fvar< T >, R, C > &  v,
double  c 
)
inline

Definition at line 44 of file divide.hpp.

§ operator/() [5/9]

template<typename T >
fvar<T> stan::math::operator/ ( double  x1,
const fvar< T > &  x2 
)
inline

Return the result of dividing the first argument by the second.

Template Parameters
Ttype of fvar value and tangent
Parameters
x1first argument
x2second argument
Returns
first argument divided by second argument

Definition at line 45 of file operator_division.hpp.

§ operator/() [6/9]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::operator/ ( const Eigen::Matrix< double, R, C > &  v,
const fvar< T > &  c 
)
inline

Definition at line 50 of file divide.hpp.

§ operator/() [7/9]

var stan::math::operator/ ( var  dividend,
var  divisor 
)
inline

Division operator for two variables (C++).

The partial derivatives for the variables are

\(\frac{\partial}{\partial x} (x/y) = 1/y\), and

\(\frac{\partial}{\partial y} (x/y) = -x / y^2\).

\[ \mbox{operator/}(x, y) = \begin{cases} \frac{x}{y} & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator/}(x, y)}{\partial x} = \begin{cases} \frac{1}{y} & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{operator/}(x, y)}{\partial y} = \begin{cases} -\frac{x}{y^2} & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
dividendFirst variable operand.
divisorSecond variable operand.
Returns
Variable result of dividing the first variable by the second.

Definition at line 93 of file operator_division.hpp.

§ operator/() [8/9]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator/ ( var  dividend,
Arith  divisor 
)
inline

Division operator for dividing a variable by a scalar (C++).

The derivative with respect to the variable is

\(\frac{\partial}{\partial x} (x/c) = 1/c\).

Template Parameters
Varvalue type of a var
ArithAn arithmetic type
Parameters
dividendVariable operand.
divisorScalar operand.
Returns
Variable result of dividing the variable by the scalar.

Definition at line 111 of file operator_division.hpp.

§ operator/() [9/9]

template<typename Arith , require_arithmetic_t< Arith > ...>
var stan::math::operator/ ( Arith  dividend,
var  divisor 
)
inline

Division operator for dividing a scalar by a variable (C++).

The derivative with respect to the variable is

\(\frac{d}{d y} (c/y) = -c / y^2\).

Template Parameters
ArithAn arithmetic type
Parameters
dividendScalar operand.
divisorVariable operand.
Returns
Quotient of the dividend and divisor.

Definition at line 131 of file operator_division.hpp.

§ operator<() [1/6]

template<typename T >
bool stan::math::operator< ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the first argument has a value less than the value of the second argument as defined by <.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument's value is less than the second argument's value

Definition at line 20 of file operator_less_than.hpp.

§ operator<() [2/6]

bool stan::math::operator< ( var  a,
var  b 
)
inline

Less than operator comparing variables' values (C++).

\[ \mbox{operator\textless}(x, y) = \begin{cases} 0 & \mbox{if } x \geq y \\ 1 & \mbox{if } x < y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if first variable's value is less than second's.

Definition at line 25 of file operator_less_than.hpp.

§ operator<() [3/6]

template<typename T >
bool stan::math::operator< ( double  x,
const fvar< T > &  y 
)
inline

Return true if the first argument is less than the value of the second argument as defined by <.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument is less than the second's value argument

Definition at line 35 of file operator_less_than.hpp.

§ operator<() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator< ( var  a,
Arith  b 
)
inline

Less than operator comparing variable's value and a double (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if first variable's value is less than second value.

Definition at line 37 of file operator_less_than.hpp.

§ operator<() [5/6]

template<typename T >
bool stan::math::operator< ( const fvar< T > &  x,
double  y 
)
inline

Return true if the first argument has a value less than the second argument as defined by <.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a value less than the second argument argument

Definition at line 51 of file operator_less_than.hpp.

§ operator<() [6/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator< ( Arith  a,
var  b 
)
inline

Less than operator comparing a double and variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst value.
bSecond variable.
Returns
True if first value is less than second variable's value.

Definition at line 51 of file operator_less_than.hpp.

§ operator<=() [1/6]

template<typename T >
bool stan::math::operator<= ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the first argument has a value less than or equal to the value of the second argument as defined by <=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument's value is less than or equal to the second argument's value

Definition at line 21 of file operator_less_than_or_equal.hpp.

§ operator<=() [2/6]

bool stan::math::operator<= ( var  a,
var  b 
)
inline

Less than or equal operator comparing two variables' values (C++).

\[ \mbox{operator\textless=}(x, y) = \begin{cases} 0 & \mbox{if } x > y\\ 1 & \mbox{if } x \leq y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if first variable's value is less than or equal to the second's.

Definition at line 27 of file operator_less_than_or_equal.hpp.

§ operator<=() [3/6]

template<typename T >
bool stan::math::operator<= ( const fvar< T > &  x,
double  y 
)
inline

Return true if the first argument has a value less than or equal to the second argument as defined by <=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument's value is less than or equal to the second argument

Definition at line 36 of file operator_less_than_or_equal.hpp.

§ operator<=() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator<= ( var  a,
Arith  b 
)
inline

Less than or equal operator comparing a variable's value and a scalar (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if first variable's value is less than or equal to the second value.

Definition at line 40 of file operator_less_than_or_equal.hpp.

§ operator<=() [5/6]

template<typename T >
bool stan::math::operator<= ( double  x,
const fvar< T > &  y 
)
inline

Return true if the first argument is less than or equal to the second argument's value as defined by <=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument is less than or equal to the second argument's value

Definition at line 51 of file operator_less_than_or_equal.hpp.

§ operator<=() [6/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator<= ( Arith  a,
var  b 
)
inline

Less than or equal operator comparing a double and variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst value.
bSecond variable.
Returns
True if first value is less than or equal to the second variable's value.

Definition at line 55 of file operator_less_than_or_equal.hpp.

§ operator==() [1/6]

template<typename T >
bool stan::math::operator== ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the specified variables have equal values as defined by ==.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the arguments have equal values

Definition at line 19 of file operator_equal.hpp.

§ operator==() [2/6]

bool stan::math::operator== ( var  a,
var  b 
)
inline

Equality operator comparing two variables' values (C++).

\[ \mbox{operator==}(x, y) = \begin{cases} 0 & \mbox{if } x \neq y\\ 1 & \mbox{if } x = y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if the first variable's value is the same as the second's.

Definition at line 27 of file operator_equal.hpp.

§ operator==() [3/6]

template<typename T >
bool stan::math::operator== ( const fvar< T > &  x,
double  y 
)
inline

Return true if the the first variable has a value equal to the second argument as defined by by ==.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the arguments have equal values

Definition at line 34 of file operator_equal.hpp.

§ operator==() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator== ( var  a,
Arith  b 
)
inline

Equality operator comparing a variable's value and a double (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if the first variable's value is the same as the second value.

Definition at line 40 of file operator_equal.hpp.

§ operator==() [5/6]

template<typename T >
bool stan::math::operator== ( double  x,
const fvar< T > &  y 
)
inline

Return true if the the first argument is equal to the value of the second argument as defined by by ==.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the arguments have equal values

Definition at line 48 of file operator_equal.hpp.

§ operator==() [6/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator== ( Arith  a,
var  b 
)
inline

Equality operator comparing a scalar and a variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst scalar.
bSecond variable.
Returns
True if the variable's value is equal to the scalar.

Definition at line 54 of file operator_equal.hpp.

§ operator>() [1/6]

template<typename T >
bool stan::math::operator> ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the first argument has a greater value than the second as defined by >.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a greater value than the second

Definition at line 20 of file operator_greater_than.hpp.

§ operator>() [2/6]

bool stan::math::operator> ( var  a,
var  b 
)
inline

Greater than operator comparing variables' values (C++).

\[ \mbox{operator\textgreater}(x, y) = \begin{cases} 0 & \mbox{if } x \leq y\\ 1 & \mbox{if } x > y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if first variable's value is greater than second's.

Definition at line 26 of file operator_greater_than.hpp.

§ operator>() [3/6]

template<typename T >
bool stan::math::operator> ( const fvar< T > &  x,
double  y 
)
inline

Return true if the first argument has a greater value than the second as defined by >.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a greater value than the second

Definition at line 35 of file operator_greater_than.hpp.

§ operator>() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator> ( var  a,
Arith  b 
)
inline

Greater than operator comparing variable's value and double (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if first variable's value is greater than second value.

Definition at line 38 of file operator_greater_than.hpp.

§ operator>() [5/6]

template<typename T >
bool stan::math::operator> ( double  x,
const fvar< T > &  y 
)
inline

Return true if the first argument has a greater value than the second as defined by >.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a greater value than the second

Definition at line 50 of file operator_greater_than.hpp.

§ operator>() [6/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator> ( Arith  a,
var  b 
)
inline

Greater than operator comparing a double and a variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst value.
bSecond variable.
Returns
True if first value is greater than second variable's value.

Definition at line 52 of file operator_greater_than.hpp.

§ operator>=() [1/6]

template<typename T >
bool stan::math::operator>= ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return true if the value of the first argument is greater than or equal to that of the second as defined by >=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a value greater than or equal to that of the second

Definition at line 20 of file operator_greater_than_or_equal.hpp.

§ operator>=() [2/6]

bool stan::math::operator>= ( var  a,
var  b 
)
inline

Greater than or equal operator comparing two variables' values (C++).

\[ \mbox{operator\textgreater=}(x, y) = \begin{cases} 0 & \mbox{if } x < y\\ 1 & \mbox{if } x \geq y \\[6pt] 0 & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
aFirst variable.
bSecond variable.
Returns
True if first variable's value is greater than or equal to the second's.

Definition at line 28 of file operator_greater_than_or_equal.hpp.

§ operator>=() [3/6]

template<typename T >
bool stan::math::operator>= ( const fvar< T > &  x,
double  y 
)
inline

Return true if the value of the first argument has a value greater than or equal to the second argument as defined by >=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a value greater than or equal to that of the second

Definition at line 36 of file operator_greater_than_or_equal.hpp.

§ operator>=() [4/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator>= ( var  a,
Arith  b 
)
inline

Greater than or equal operator comparing variable's value and double (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst variable.
bSecond value.
Returns
True if first variable's value is greater than or equal to second value.

Definition at line 41 of file operator_greater_than_or_equal.hpp.

§ operator>=() [5/6]

template<typename T >
bool stan::math::operator>= ( double  x,
const fvar< T > &  y 
)
inline

Return true if the first argument is greater than or equal to the value of the second argument as defined by >=.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
true if the first argument has a value greater than or equal to that of the second

Definition at line 52 of file operator_greater_than_or_equal.hpp.

§ operator>=() [6/6]

template<typename Arith , typename Var , require_arithmetic_t< Arith > ...>
bool stan::math::operator>= ( Arith  a,
var  b 
)
inline

Greater than or equal operator comparing double and variable's value (C++).

Template Parameters
ArithAn arithmetic type
Parameters
aFirst value.
bSecond variable.
Returns
True if the first value is greater than or equal to the second variable's value.

Definition at line 56 of file operator_greater_than_or_equal.hpp.

§ operator^()

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::operator^ ( const Eigen::Matrix< T, R, C > &  M,
const int  n 
)
inline

Definition at line 49 of file matrix_power.hpp.

§ operator||() [1/6]

bool stan::math::operator|| ( var  x,
var  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjuntion of the argument's values

Definition at line 18 of file operator_logical_or.hpp.

§ operator||() [2/6]

template<typename T >
bool stan::math::operator|| ( const fvar< T > &  x,
const fvar< T > &  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjuntion of the argument's values

Definition at line 19 of file operator_logical_or.hpp.

§ operator||() [3/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator|| ( var  x,
Arith  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Template Parameters
ArithAn arithmetic type
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjunction of first argument's value and second argument

Definition at line 31 of file operator_logical_or.hpp.

§ operator||() [4/6]

template<typename T >
bool stan::math::operator|| ( const fvar< T > &  x,
double  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjunction of first argument's value and second argument

Definition at line 34 of file operator_logical_or.hpp.

§ operator||() [5/6]

template<typename Arith , require_arithmetic_t< Arith > ...>
bool stan::math::operator|| ( Arith  x,
var  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Template Parameters
ArithAn arithmetic type
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjunction of first argument and the second argument's value

Definition at line 46 of file operator_logical_or.hpp.

§ operator||() [6/6]

template<typename T >
bool stan::math::operator|| ( double  x,
const fvar< T > &  y 
)
inline

Return the logical disjunction of the values of the two arguments as defined by ||.

Template Parameters
valueand tangent type for variables
Parameters
[in]xfirst argument
[in]ysecond argument
Returns
disjunction of first argument and the second argument's value

Definition at line 49 of file operator_logical_or.hpp.

§ ordered_constrain() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::ordered_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x)

Return an increasing ordered vector derived from the specified free vector.

The returned constrained vector will have the same dimensionality as the specified free vector.

Template Parameters
Ttype of elements in the vector
Parameters
xFree vector of scalars.
Returns
Positive, increasing ordered vector.
Template Parameters
TType of scalar.

Definition at line 22 of file ordered_constrain.hpp.

§ ordered_constrain() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::ordered_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
T &  lp 
)
inline

Return a positive valued, increasing ordered vector derived from the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The returned constrained vector will have the same dimensionality as the specified free vector.

Template Parameters
Ttype of elements in the vector
Parameters
xFree vector of scalars.
lpLog probability reference.
Returns
Positive, increasing ordered vector.

Definition at line 54 of file ordered_constrain.hpp.

§ ordered_constrain() [3/3]

Eigen::Matrix<var, Eigen::Dynamic, 1> stan::math::ordered_constrain ( const Eigen::Matrix< var, Eigen::Dynamic, 1 > &  x)
inline

Return an increasing ordered vector derived from the specified free vector.

The returned constrained vector will have the same dimensionality as the specified free vector.

Parameters
xFree vector of scalars
Returns
Increasing ordered vector

Definition at line 89 of file ordered_constrain.hpp.

§ ordered_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::ordered_free ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y)

Return the vector of unconstrained scalars that transform to the specified positive ordered vector.

This function inverts the constraining operation defined in ordered_constrain(Matrix),

Template Parameters
Ttype of elements in the vector
Parameters
yVector of positive, ordered scalars.
Returns
Free vector that transforms into the input vector.
Exceptions
std::domain_errorif y is not a vector of positive, ordered scalars.

Definition at line 26 of file ordered_free.hpp.

§ ordered_logistic_glm_lpmf() [1/2]

template<typename T_beta_scalar , typename T_cuts_scalar >
return_type_t<T_beta_scalar, T_cuts_scalar> stan::math::ordered_logistic_glm_lpmf ( const matrix_cl< int > &  y,
const matrix_cl< double > &  x,
const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &  beta,
const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &  cuts 
)

Definition at line 138 of file ordered_logistic_glm_lpmf.hpp.

§ ordered_logistic_glm_lpmf() [2/2]

template<typename T_y , typename T_x_scalar , int T_x_rows, typename T_beta_scalar , typename T_cuts_scalar >
return_type_t<T_x_scalar, T_beta_scalar, T_cuts_scalar> stan::math::ordered_logistic_glm_lpmf ( const T_y &  y,
const Eigen::Matrix< T_x_scalar, T_x_rows, Eigen::Dynamic > &  x,
const Eigen::Matrix< T_beta_scalar, Eigen::Dynamic, 1 > &  beta,
const Eigen::Matrix< T_cuts_scalar, Eigen::Dynamic, 1 > &  cuts 
)

Definition at line 199 of file ordered_logistic_glm_lpmf.hpp.

§ ordered_logistic_lpmf()

template<typename T_y , typename T_loc , typename T_cut >
return_type_t<T_loc, T_cut> stan::math::ordered_logistic_lpmf ( const T_y &  y,
const T_loc &  lambda,
const T_cut &  c 
)

Definition at line 165 of file ordered_logistic_lpmf.hpp.

§ ordered_logistic_rng()

template<class RNG >
int stan::math::ordered_logistic_rng ( double  eta,
const Eigen::Matrix< double, Eigen::Dynamic, 1 > &  c,
RNG &  rng 
)
inline

Definition at line 14 of file ordered_logistic_rng.hpp.

§ ordered_probit_lpmf() [1/3]

template<typename T_loc , typename T_cut >
return_type_t<T_loc, T_cut> stan::math::ordered_probit_lpmf ( int  y,
const T_loc &  lambda,
const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &  c 
)

Definition at line 64 of file ordered_probit_lpmf.hpp.

§ ordered_probit_lpmf() [2/3]

template<typename T_loc , typename T_cut >
return_type_t<T_loc, T_cut> stan::math::ordered_probit_lpmf ( const std::vector< int > &  y,
const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &  lambda,
const Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > &  c 
)

Definition at line 131 of file ordered_probit_lpmf.hpp.

§ ordered_probit_lpmf() [3/3]

template<typename T_loc , typename T_cut >
return_type_t<T_loc, T_cut> stan::math::ordered_probit_lpmf ( const std::vector< int > &  y,
const Eigen::Matrix< T_loc, Eigen::Dynamic, 1 > &  lambda,
const std::vector< Eigen::Matrix< T_cut, Eigen::Dynamic, 1 > > &  c 
)

Definition at line 208 of file ordered_probit_lpmf.hpp.

§ ordered_probit_rng()

template<class RNG >
int stan::math::ordered_probit_rng ( double  eta,
const Eigen::VectorXd &  c,
RNG &  rng 
)
inline

Definition at line 13 of file ordered_probit_rng.hpp.

§ out_of_range()

void stan::math::out_of_range ( const char *  function,
int  max,
int  index,
const char *  msg1 = "",
const char *  msg2 = "" 
)
inline

Throw an out_of_range exception with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing out of range. This will allow us to change the behavior for all functions at once. The message is: "<function>: index <index> out of range; expecting index to be between " "1 and <max><msg1><msg2>"

Parameters
functionName of the function
maxMax
indexIndex
msg1Message to print. Default is "".
msg2Message to print. Default is "".
Exceptions
std::out_of_rangewith message.

Definition at line 27 of file out_of_range.hpp.

§ owens_t() [1/7]

template<typename T >
fvar<T> stan::math::owens_t ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Return Owen's T function applied to the specified arguments.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Owen's T function applied to the specified arguments.

Definition at line 25 of file owens_t.hpp.

§ owens_t() [2/7]

template<typename T >
fvar<T> stan::math::owens_t ( double  x1,
const fvar< T > &  x2 
)
inline

Return Owen's T function applied to the specified arguments.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Owen's T function applied to the specified arguments.

Definition at line 47 of file owens_t.hpp.

§ owens_t() [3/7]

double stan::math::owens_t ( double  h,
double  a 
)
inline

Return the result of applying Owen's T function to the specified arguments.

Used to compute the cumulative density function for the skew normal distribution.

\[ \mbox{owens\_t}(h, a) = \begin{cases} \mbox{owens\_t}(h, a) & \mbox{if } -\infty\leq h, a \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } h = \textrm{NaN or } a = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{owens\_t}(h, a)}{\partial h} = \begin{cases} \frac{\partial\, \mbox{owens\_t}(h, a)}{\partial h} & \mbox{if } -\infty\leq h, a\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } h = \textrm{NaN or } a = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{owens\_t}(h, a)}{\partial a} = \begin{cases} \frac{\partial\, \mbox{owens\_t}(h, a)}{\partial a} & \mbox{if } -\infty\leq h, a\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } h = \textrm{NaN or } a = \textrm{NaN} \end{cases} \]

\[ \mbox{owens\_t}(h, a) = \frac{1}{2\pi} \int_0^a \frac{\exp(-\frac{1}{2}h^2(1+x^2))}{1+x^2}dx \]

\[ \frac{\partial \, \mbox{owens\_t}(h, a)}{\partial h} = -\frac{1}{2\sqrt{2\pi}} \operatorname{erf}\left(\frac{ha}{\sqrt{2}}\right) \exp\left(-\frac{h^2}{2}\right) \]

\[ \frac{\partial \, \mbox{owens\_t}(h, a)}{\partial a} = \frac{\exp\left(-\frac{1}{2}h^2(1+a^2)\right)}{2\pi (1+a^2)} \]

Parameters
hFirst argument
aSecond argument
Returns
Owen's T function applied to the arguments.

Definition at line 57 of file owens_t.hpp.

§ owens_t() [4/7]

var stan::math::owens_t ( const var h,
const var a 
)
inline

The Owen's T function of h and a.

Used to compute the cumulative density function for the skew normal distribution.

Parameters
hvar parameter.
avar parameter.
Returns
The Owen's T function.

Definition at line 64 of file owens_t.hpp.

§ owens_t() [5/7]

template<typename T >
fvar<T> stan::math::owens_t ( const fvar< T > &  x1,
double  x2 
)
inline

Return Owen's T function applied to the specified arguments.

Template Parameters
Tinner type of the fvar
Parameters
x1First argument.
x2Second argument.
Returns
Owen's T function applied to the specified arguments.

Definition at line 66 of file owens_t.hpp.

§ owens_t() [6/7]

var stan::math::owens_t ( const var h,
double  a 
)
inline

The Owen's T function of h and a.

Used to compute the cumulative density function for the skew normal distribution.

Parameters
hvar parameter.
adouble parameter.
Returns
The Owen's T function.

Definition at line 78 of file owens_t.hpp.

§ owens_t() [7/7]

var stan::math::owens_t ( double  h,
const var a 
)
inline

The Owen's T function of h and a.

Used to compute the cumulative density function for the skew normal distribution.

Parameters
hdouble parameter.
avar parameter.
Returns
The Owen's T function.

Definition at line 92 of file owens_t.hpp.

§ packed_copy() [1/2]

template<typename T , typename = require_var_t<T>>
std::vector<double> stan::math::packed_copy ( const matrix_cl< T > &  src)
inline

Packs the flat triangular matrix on the OpenCL device and copies the adjoint values to the std::vector.

Parameters
srcthe flat triangular source matrix on the OpenCL device
Returns
the packed std::vector of adjoint values.
Exceptions
<code>std::invalid_argument</code>if the matrix is not triangular

Definition at line 76 of file copy.hpp.

§ packed_copy() [2/2]

template<matrix_cl_view matrix_view>
matrix_cl<var> stan::math::packed_copy ( vari **  src,
int  rows 
)
inline

Copies the packed triangular matrix from the source std::vector to an OpenCL buffer and unpacks it to a flat matrix on the OpenCL device.

Template Parameters
matrix_viewthe triangularity of the source matrix
Parameters
srcthe packed source std::vector
rowsthe number of rows in the flat matrix
Returns
the destination flat matrix on the OpenCL device
Exceptions
<code>std::invalid_argument</code>if the size of the vector does not match the expected size for the packed triangular matrix

Definition at line 105 of file copy.hpp.

§ pareto_cdf()

template<typename T_y , typename T_scale , typename T_shape >
return_type_t<T_y, T_scale, T_shape> stan::math::pareto_cdf ( const T_y &  y,
const T_scale &  y_min,
const T_shape &  alpha 
)

Definition at line 15 of file pareto_cdf.hpp.

§ pareto_lccdf()

template<typename T_y , typename T_scale , typename T_shape >
return_type_t<T_y, T_scale, T_shape> stan::math::pareto_lccdf ( const T_y &  y,
const T_scale &  y_min,
const T_shape &  alpha 
)

Definition at line 15 of file pareto_lccdf.hpp.

§ pareto_lcdf()

template<typename T_y , typename T_scale , typename T_shape >
return_type_t<T_y, T_scale, T_shape> stan::math::pareto_lcdf ( const T_y &  y,
const T_scale &  y_min,
const T_shape &  alpha 
)

Definition at line 15 of file pareto_lcdf.hpp.

§ pareto_lpdf() [1/2]

template<bool propto, typename T_y , typename T_scale , typename T_shape >
return_type_t<T_y, T_scale, T_shape> stan::math::pareto_lpdf ( const T_y &  y,
const T_scale &  y_min,
const T_shape &  alpha 
)

Definition at line 16 of file pareto_lpdf.hpp.

§ pareto_lpdf() [2/2]

template<typename T_y , typename T_scale , typename T_shape >
return_type_t<T_y, T_scale, T_shape> stan::math::pareto_lpdf ( const T_y &  y,
const T_scale &  y_min,
const T_shape &  alpha 
)
inline

Definition at line 112 of file pareto_lpdf.hpp.

§ pareto_type_2_cdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::pareto_type_2_cdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  lambda,
const T_shape &  alpha 
)

Definition at line 14 of file pareto_type_2_cdf.hpp.

§ pareto_type_2_lccdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::pareto_type_2_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  lambda,
const T_shape &  alpha 
)

Definition at line 14 of file pareto_type_2_lccdf.hpp.

§ pareto_type_2_lcdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::pareto_type_2_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  lambda,
const T_shape &  alpha 
)

Definition at line 15 of file pareto_type_2_lcdf.hpp.

§ pareto_type_2_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::pareto_type_2_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  lambda,
const T_shape &  alpha 
)

Definition at line 17 of file pareto_type_2_lpdf.hpp.

§ pareto_type_2_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::pareto_type_2_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  lambda,
const T_shape &  alpha 
)
inline

Definition at line 119 of file pareto_type_2_lpdf.hpp.

§ partial_derivative()

template<typename T , typename F >
void stan::math::partial_derivative ( const F &  f,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
int  n,
T &  fx,
T &  dfx_dxn 
)

Return the partial derivative of the specified multivariate function at the specified argument.

Template Parameters
TArgument type
FFunction type
Parameters
fFunction
[in]xArgument vector
[in]nIndex of argument with which to take derivative
[out]fxValue of function applied to argument
[out]dfx_dxnValue of partial derivative

Definition at line 25 of file partial_derivative.hpp.

§ Phi() [1/4]

template<typename T >
fvar<T> stan::math::Phi ( const fvar< T > &  x)
inline

Definition at line 14 of file Phi.hpp.

§ Phi() [2/4]

double stan::math::Phi ( double  x)
inline

The unit normal cumulative distribution function.

The return value for a specified input is the probability that a random unit normal variate is less than or equal to the specified value, defined by

\(\Phi(x) = \int_{-\infty}^x \mbox{\sf Norm}(x|0, 1) \ dx\)

This function can be used to implement the inverse link function for probit regression.

Phi will underflow to 0 below -37.5 and overflow to 1 above 8

Parameters
xArgument.
Returns
Probability random sample is less than or equal to argument.

Definition at line 31 of file Phi.hpp.

§ Phi() [3/4]

var stan::math::Phi ( const var a)
inline

The unit normal cumulative density function for variables (stan).

See Phi() for the double-based version.

The derivative is the unit normal density function,

\(\frac{d}{dx} \Phi(x) = \mbox{\sf Norm}(x|0, 1) = \frac{1}{\sqrt{2\pi}} \exp(-\frac{1}{2} x^2)\).

\[ \mbox{Phi}(x) = \begin{cases} 0 & \mbox{if } x < -37.5 \\ \Phi(x) & \mbox{if } -37.5 \leq x \leq 8.25 \\ 1 & \mbox{if } x > 8.25 \\[6pt] \textrm{error} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{Phi}(x)}{\partial x} = \begin{cases} 0 & \mbox{if } x < -27.5 \\ \frac{\partial\, \Phi(x)}{\partial x} & \mbox{if } -27.5 \leq x \leq 27.5 \\ 0 & \mbox{if } x > 27.5 \\[6pt] \textrm{error} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Phi(x) = \frac{1}{\sqrt{2\pi}} \int_{0}^{x} e^{-t^2/2} dt \]

\[ \frac{\partial \, \Phi(x)}{\partial x} = \frac{e^{-x^2/2}}{\sqrt{2\pi}} \]

Parameters
aVariable argument.
Returns
The unit normal cdf evaluated at the specified argument.

Definition at line 65 of file Phi.hpp.

§ Phi() [4/4]

template<typename T >
auto stan::math::Phi ( const T &  x)
inline

Vectorized version of Phi().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Unit normal CDF of each value in x.

Definition at line 66 of file Phi.hpp.

§ Phi_approx() [1/5]

double stan::math::Phi_approx ( double  x)
inline

Return an approximation of the unit normal CDF.

http://www.jiem.org/index.php/jiem/article/download/60/27

This function can be used to implement the inverse link function for probit regression.

Parameters
xArgument.
Returns
Probability random sample is less than or equal to argument.

Definition at line 22 of file Phi_approx.hpp.

§ Phi_approx() [2/5]

template<typename T >
fvar<T> stan::math::Phi_approx ( const fvar< T > &  x)
inline

Return an approximation of the unit normal cumulative distribution function (CDF).

Template Parameters
Tscalar type of forward-mode autodiff variable argument.
Parameters
xargument
Returns
approximate probability random sample is less than or equal to argument

Definition at line 23 of file Phi_approx.hpp.

§ Phi_approx() [3/5]

double stan::math::Phi_approx ( int  x)
inline

Return an approximation of the unit normal CDF.

Parameters
xargument.
Returns
approximate probability random sample is less than or equal to argument.

Definition at line 34 of file Phi_approx.hpp.

§ Phi_approx() [4/5]

var stan::math::Phi_approx ( const var a)
inline

Approximation of the unit normal CDF for variables (stan).

http://www.jiem.org/index.php/jiem/article/download/60/27

\[ \mbox{Phi\_approx}(x) = \begin{cases} \Phi_{\mbox{\footnotesize approx}}(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{Phi\_approx}(x)}{\partial x} = \begin{cases} \frac{\partial\, \Phi_{\mbox{\footnotesize approx}}(x)}{\partial x} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Phi_{\mbox{\footnotesize approx}}(x) = \mbox{logit}^{-1}(0.07056 \, x^3 + 1.5976 \, x) \]

\[ \frac{\partial \, \Phi_{\mbox{\footnotesize approx}}(x)}{\partial x} = -\Phi_{\mbox{\footnotesize approx}}^2(x) e^{-0.07056x^3 - 1.5976x}(-0.21168x^2-1.5976) \]

Parameters
aVariable argument.
Returns
The corresponding unit normal cdf approximation.

Definition at line 46 of file Phi_approx.hpp.

§ Phi_approx() [5/5]

template<typename T >
auto stan::math::Phi_approx ( const T &  x)
inline

Return the elementwise application of Phi_approx() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise Phi_approx of container elements

Definition at line 65 of file Phi_approx.hpp.

§ pi()

double stan::math::pi ( )
inline

Return the value of pi.

Returns
Pi.

Definition at line 27 of file constants.hpp.

§ poisson_cdf()

template<typename T_n , typename T_rate >
return_type_t<T_rate> stan::math::poisson_cdf ( const T_n &  n,
const T_rate &  lambda 
)

Definition at line 18 of file poisson_cdf.hpp.

§ poisson_lccdf()

template<typename T_n , typename T_rate >
return_type_t<T_rate> stan::math::poisson_lccdf ( const T_n &  n,
const T_rate &  lambda 
)

Definition at line 18 of file poisson_lccdf.hpp.

§ poisson_lcdf()

template<typename T_n , typename T_rate >
return_type_t<T_rate> stan::math::poisson_lcdf ( const T_n &  n,
const T_rate &  lambda 
)

Definition at line 18 of file poisson_lcdf.hpp.

§ poisson_log_glm_lpmf() [1/2]

template<typename T_alpha , typename T_beta >
return_type_t<T_alpha, T_beta> stan::math::poisson_log_glm_lpmf ( const matrix_cl< int > &  y,
const matrix_cl< double > &  x,
const T_alpha &  alpha,
const T_beta &  beta 
)
inline

Definition at line 138 of file poisson_log_glm_lpmf.hpp.

§ poisson_log_glm_lpmf() [2/2]

template<typename T_y , typename T_x , typename T_alpha , typename T_beta >
return_type_t<T_x, T_alpha, T_beta> stan::math::poisson_log_glm_lpmf ( const T_y &  y,
const T_x &  x,
const T_alpha &  alpha,
const T_beta &  beta 
)
inline

Definition at line 155 of file poisson_log_glm_lpmf.hpp.

§ poisson_log_lpmf() [1/2]

template<bool propto, typename T_n , typename T_log_rate >
return_type_t<T_log_rate> stan::math::poisson_log_lpmf ( const T_n &  n,
const T_log_rate &  alpha 
)

Definition at line 17 of file poisson_log_lpmf.hpp.

§ poisson_log_lpmf() [2/2]

template<typename T_n , typename T_log_rate >
return_type_t<T_log_rate> stan::math::poisson_log_lpmf ( const T_n &  n,
const T_log_rate &  alpha 
)
inline

Definition at line 89 of file poisson_log_lpmf.hpp.

§ poisson_lpmf() [1/2]

template<bool propto, typename T_n , typename T_rate >
return_type_t<T_rate> stan::math::poisson_lpmf ( const T_n &  n,
const T_rate &  lambda 
)

Definition at line 18 of file poisson_lpmf.hpp.

§ poisson_lpmf() [2/2]

template<typename T_n , typename T_rate >
return_type_t<T_rate> stan::math::poisson_lpmf ( const T_n &  n,
const T_rate &  lambda 
)
inline

Definition at line 82 of file poisson_lpmf.hpp.

§ positive_constrain() [1/2]

template<typename T >
T stan::math::positive_constrain ( const T &  x)
inline

Return the positive value for the specified unconstrained input.

The transform applied is

\(f(x) = \exp(x)\).

Parameters
xArbitrary input scalar.
Returns
Input transformed to be positive.

Definition at line 21 of file positive_constrain.hpp.

§ positive_constrain() [2/2]

template<typename T >
T stan::math::positive_constrain ( const T &  x,
T &  lp 
)
inline

Return the positive value for the specified unconstrained input, incrementing the scalar reference with the log absolute Jacobian determinant.

See positive_constrain(T) for details of the transform. The log absolute Jacobian determinant is

\(\log | \frac{d}{dx} \mbox{exp}(x) | = \log | \mbox{exp}(x) | = x\).

Template Parameters
Ttype of unconstrained value
Parameters
xunconstrained value
lplog density reference.
Returns
positive constrained version of unconstrained value

Definition at line 43 of file positive_constrain.hpp.

§ positive_free()

template<typename T >
T stan::math::positive_free ( const T &  y)
inline

Return the unconstrained value corresponding to the specified positive-constrained value.

The transform is the inverse of the transform \(f\) applied by positive_constrain(T), namely

\(f^{-1}(x) = \log(x)\).

The input is validated using check_positive().

Parameters
yInput scalar.
Returns
Unconstrained value that produces the input when constrained.
Template Parameters
TType of scalar.
Exceptions
std::domain_errorif the variable is negative

Definition at line 28 of file positive_free.hpp.

§ positive_infinity()

double stan::math::positive_infinity ( )
inline

Return positive infinity.

Returns
Positive infinity.

Definition at line 185 of file constants.hpp.

§ positive_ordered_constrain() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::positive_ordered_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x)

Return an increasing positive ordered vector derived from the specified free vector.

The returned constrained vector will have the same dimensionality as the specified free vector.

Template Parameters
Ttype of elements in the vector
Parameters
xFree vector of scalars.
Returns
Positive, increasing ordered vector.

Definition at line 21 of file positive_ordered_constrain.hpp.

§ positive_ordered_constrain() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::positive_ordered_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x,
T &  lp 
)
inline

Return a positive valued, increasing positive ordered vector derived from the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The returned constrained vector will have the same dimensionality as the specified free vector.

Template Parameters
Ttype of elements in the vector
Parameters
xFree vector of scalars.
lpLog probability reference.
Returns
Positive, increasing ordered vector.

Definition at line 53 of file positive_ordered_constrain.hpp.

§ positive_ordered_constrain() [3/3]

Eigen::Matrix<var, Eigen::Dynamic, 1> stan::math::positive_ordered_constrain ( const Eigen::Matrix< var, Eigen::Dynamic, 1 > &  x)
inline

Return an increasing positive ordered vector derived from the specified free vector.

The returned constrained vector will have the same dimensionality as the specified free vector.

Parameters
xFree vector of scalars
Returns
Positive, increasing ordered vector

Definition at line 86 of file positive_ordered_constrain.hpp.

§ positive_ordered_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::positive_ordered_free ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y)

Return the vector of unconstrained scalars that transform to the specified positive ordered vector.

This function inverts the constraining operation defined in positive_ordered_constrain(Matrix),

Template Parameters
Ttype of elements in the vector
Parameters
yVector of positive, ordered scalars.
Returns
Free vector that transforms into the input vector.
Exceptions
std::domain_errorif y is not a vector of positive, ordered scalars.

Definition at line 26 of file positive_ordered_free.hpp.

§ pow() [1/6]

template<typename T >
fvar<T> stan::math::pow ( const fvar< T > &  x1,
const fvar< T > &  x2 
)
inline

Definition at line 16 of file pow.hpp.

§ pow() [2/6]

template<typename T >
fvar<T> stan::math::pow ( double  x1,
const fvar< T > &  x2 
)
inline

Definition at line 25 of file pow.hpp.

§ pow() [3/6]

template<typename T >
fvar<T> stan::math::pow ( const fvar< T > &  x1,
double  x2 
)
inline

Definition at line 33 of file pow.hpp.

§ pow() [4/6]

var stan::math::pow ( const var base,
const var exponent 
)
inline

Return the base raised to the power of the exponent (cmath).

The partial derivatives are

\(\frac{\partial}{\partial x} \mbox{pow}(x, y) = y x^{y-1}\), and

\(\frac{\partial}{\partial y} \mbox{pow}(x, y) = x^y \ \log x\).

\[ \mbox{pow}(x, y) = \begin{cases} x^y & \mbox{if } -\infty\leq x, y \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{pow}(x, y)}{\partial x} = \begin{cases} yx^{y-1} & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{pow}(x, y)}{\partial y} = \begin{cases} x^y\ln x & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } y = \textrm{NaN} \end{cases} \]

Parameters
baseBase variable.
exponentExponent variable.
Returns
Base raised to the exponent.

Definition at line 108 of file pow.hpp.

§ pow() [5/6]

template<typename Var , typename Arith , require_var_t< Var > ..., require_arithmetic_t< Arith > ...>
var stan::math::pow ( const Var &  base,
Arith  exponent 
)
inline

Return the base variable raised to the power of the exponent scalar (cmath).

The derivative for the variable is

\(\frac{d}{dx} \mbox{pow}(x, c) = c x^{c-1}\).

The template parameters are coded as they are so that arithmetic types will not be promoted into the var slots.

Template Parameters
Varvar type
Aritharithmetic type
Parameters
baseBase variable.
exponentExponent scalar.
Returns
Base raised to the exponent.

Definition at line 131 of file pow.hpp.

§ pow() [6/6]

template<typename Arith , typename Var , require_arithmetic_t< Arith > ..., require_var_t< Var > >
var stan::math::pow ( Arith  base,
const Var &  exponent 
)
inline

Return the base scalar raised to the power of the exponent variable (cmath).

The derivative for the variable is

\(\frac{d}{d y} \mbox{pow}(c, y) = c^y \log c \).

The template parameters are coded as they are so that arithmetic types will not be promoted into the var slots.

Template Parameters
Varvar type
Aritharithmetic type
Parameters
baseBase scalar.
exponentExponent variable.
Returns
Base raised to the exponent.

Definition at line 173 of file pow.hpp.

§ precomputed_gradients()

template<typename Arith , typename VecVar , typename VecArith , require_arithmetic_t< Arith > ..., require_vector_like_vt< is_var, VecVar > ..., require_vector_like_vt< std::is_arithmetic, VecArith > ...>
var stan::math::precomputed_gradients ( Arith  value,
VecVar &&  operands,
VecArith &&  gradients 
)
inline

This function returns a var for an expression that has the specified value, vector of operands, and vector of partial derivatives of value with respect to the operands.

Template Parameters
ArithAn arithmetic type
VecVarA vector of vars
VecArithA vector of arithmetic types
Parameters
[in]valueThe value of the resulting dependent variable.
[in]operandsoperands.
[in]gradientsvector of partial derivatives of result with respect to operands.
Returns
An autodiff variable that uses the precomputed gradients provided.

Definition at line 103 of file precomputed_gradients.hpp.

§ primitive_value() [1/4]

double stan::math::primitive_value ( const var v)
inline

Return the primitive double value for the specified autodiff variable.

Parameters
vinput variable.
Returns
value of input.

Definition at line 18 of file primitive_value.hpp.

§ primitive_value() [2/4]

template<typename T >
double stan::math::primitive_value ( const fvar< T > &  v)
inline

Return the primitive value of the specified forward-mode autodiff variable.

This function applies recursively to higher-order autodiff types to return a primitive double value.

Template Parameters
Tinner type of the fvar
Parameters
vinput variable.
Returns
primitive value of input.

Definition at line 21 of file primitive_value.hpp.

§ primitive_value() [3/4]

template<typename T >
std::enable_if<std::is_arithmetic<T>::value, T>::type stan::math::primitive_value ( x)
inline

Return the value of the specified arithmetic argument unmodified with its own declared type.

This template function can only be instantiated with arithmetic types as defined by std library's is_arithmetic trait metaprogram.

This function differs from value_of in that it does not cast all return types to double.

Template Parameters
Ttype of arithmetic input.
Parameters
xinput.
Returns
input unmodified.

Definition at line 28 of file primitive_value.hpp.

§ primitive_value() [4/4]

template<typename T >
std::enable_if<!std::is_arithmetic<T>::value, double>::type stan::math::primitive_value ( const T &  x)
inline

Return the primitive value of the specified argument.

This implementation only applies to non-arithmetic types as defined by std libray's is_arithmetic trait metaprogram.

Template Parameters
Ttype of non-arithmetic input.
Parameters
xinput.
Returns
value of input.

Definition at line 44 of file primitive_value.hpp.

§ print_mat_size()

template<int N>
void stan::math::print_mat_size ( std::ostream &  o)
inline

Helper function to return the matrix size as either "dynamic" or "1".

Template Parameters
NEigen matrix size specification
Parameters
ooutput stream

Definition at line 22 of file assign.hpp.

§ print_stack()

void stan::math::print_stack ( std::ostream &  o)
inline

Prints the autodiff variable stack.

This function is used for debugging purposes.

Only works if all members of stack are vari* as it casts to vari*.

Parameters
oostream to modify

Definition at line 20 of file print_stack.hpp.

§ prob_constrain() [1/2]

template<typename T >
T stan::math::prob_constrain ( const T &  x)
inline

Return a probability value constrained to fall between 0 and 1 (inclusive) for the specified free scalar.

The transform is the inverse logit,

\(f(x) = \mbox{logit}^{-1}(x) = \frac{1}{1 + \exp(x)}\).

Template Parameters
Ttype of scalar
Parameters
[in]xunconstrained value
Returns
result constrained to fall in (0, 1)

Definition at line 25 of file prob_constrain.hpp.

§ prob_constrain() [2/2]

template<typename T >
T stan::math::prob_constrain ( const T &  x,
T &  lp 
)
inline

Return a probability value constrained to fall between 0 and 1 (inclusive) for the specified free scalar and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The transform is as defined for prob_constrain(T). The log absolute Jacobian determinant is

The log absolute Jacobian determinant is

\(\log | \frac{d}{dx} \mbox{logit}^{-1}(x) |\)

\(\log ((\mbox{logit}^{-1}(x)) (1 - \mbox{logit}^{-1}(x))\)

\(\log (\mbox{logit}^{-1}(x)) + \log (1 - \mbox{logit}^{-1}(x))\).

Template Parameters
Ttype of scalar
Parameters
[in]xunconstrained value
[in,out]lplog density
Returns
result constrained to fall in (0, 1)

Definition at line 50 of file prob_constrain.hpp.

§ prob_free()

template<typename T >
T stan::math::prob_free ( const T &  y)
inline

Return the free scalar that when transformed to a probability produces the specified scalar.

The function that reverses the constraining transform specified in prob_constrain(T) is the logit function,

\(f^{-1}(y) = \mbox{logit}(y) = \frac{1 - y}{y}\).

Template Parameters
Ttype of constrained value
Parameters
yconstrained value
Returns
corresponding unconstrained value
Exceptions
std::domain_errorif y is not in (0, 1)

Definition at line 27 of file prob_free.hpp.

§ prod() [1/2]

template<typename T >
T stan::math::prod ( const std::vector< T > &  v)
inline

Returns the product of the coefficients of the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
vSpecified vector.
Returns
Product of coefficients of vector.

Definition at line 19 of file prod.hpp.

§ prod() [2/2]

template<typename T , int R, int C>
T stan::math::prod ( const Eigen::Matrix< T, R, C > &  v)
inline

Returns the product of the coefficients of the specified column vector.

Template Parameters
Ttype of elements in the vector
Parameters
vSpecified vector.
Returns
Product of coefficients of vector.

Definition at line 36 of file prod.hpp.

§ promote_common()

template<typename T1 , typename T2 , typename F >
common_type<T1, T2>::type stan::math::promote_common ( const F &  u)
inline

Return the result of promoting either a scalar or the scalar elements of a container to either of two specified types, as determined by stan::math::common_type.

Template Parameters
T1first type
T2second type
Ftype of container elements, must be either T1 or T2
Parameters
uelements to promote
Returns
the result of promoting elements

Definition at line 23 of file promote_common.hpp.

§ promote_scalar()

template<typename T , typename S >
promote_scalar_type<T, S>::type stan::math::promote_scalar ( const S &  x)

This is the top-level function to call to promote the scalar types of an input of type S to type T.

Template Parameters
Tscalar type of output.
Sinput type.
Parameters
xinput vector.
Returns
input vector with scalars promoted to type T.

Definition at line 63 of file promote_scalar.hpp.

§ qr_Q() [1/2]

template<typename T >
Eigen::Matrix<fvar<T>, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_Q ( const Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > &  m)

Definition at line 12 of file qr_Q.hpp.

§ qr_Q() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_Q ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Returns the orthogonal factor of the fat QR decomposition.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
Returns
Orthogonal matrix with maximal columns

Definition at line 19 of file qr_Q.hpp.

§ qr_R() [1/2]

template<typename T >
Eigen::Matrix<fvar<T>, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_R ( const Eigen::Matrix< fvar< T >, Eigen::Dynamic, Eigen::Dynamic > &  m)

Definition at line 12 of file qr_R.hpp.

§ qr_R() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_R ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Returns the upper triangular factor of the fat QR decomposition.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
Returns
Upper triangular matrix with maximal rows

Definition at line 19 of file qr_R.hpp.

§ qr_thin_Q()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_thin_Q ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Returns the orthogonal factor of the thin QR decomposition.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
Returns
Orthogonal matrix with minimal columns

Definition at line 19 of file qr_thin_Q.hpp.

§ qr_thin_R()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::qr_thin_R ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Returns the upper triangular factor of the thin QR decomposition.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
Returns
Upper triangular matrix with minimal rows

Definition at line 19 of file qr_thin_R.hpp.

§ quad_form() [1/4]

template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix<T, CB, CB> stan::math::quad_form ( const Eigen::Matrix< T, RA, CA > &  A,
const Eigen::Matrix< T, RB, CB > &  B 
)
inline

Compute B^T A B.

Definition at line 14 of file quad_form.hpp.

§ quad_form() [2/4]

template<int RA, int CA, int RB, typename T >
T stan::math::quad_form ( const Eigen::Matrix< T, RA, CA > &  A,
const Eigen::Matrix< T, RB, 1 > &  B 
)
inline

Definition at line 22 of file quad_form.hpp.

§ quad_form() [3/4]

template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb>
std::enable_if<std::is_same<Ta, var>::value || std::is_same<Tb, var>::value, Eigen::Matrix<var, Cb, Cb> >::type stan::math::quad_form ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, Cb > &  B 
)
inline

Definition at line 102 of file quad_form.hpp.

§ quad_form() [4/4]

template<typename Ta , int Ra, int Ca, typename Tb , int Rb>
std::enable_if< std::is_same<Ta, var>::value || std::is_same<Tb, var>::value, var>::type stan::math::quad_form ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, 1 > &  B 
)
inline

Definition at line 116 of file quad_form.hpp.

§ quad_form_diag()

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, Eigen::Dynamic, Eigen::Dynamic> stan::math::quad_form_diag ( const Eigen::Matrix< T1, Eigen::Dynamic, Eigen::Dynamic > &  mat,
const Eigen::Matrix< T2, R, C > &  vec 
)
inline

Definition at line 12 of file quad_form_diag.hpp.

§ quad_form_sym() [1/8]

template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix<T, CB, CB> stan::math::quad_form_sym ( const Eigen::Matrix< T, RA, CA > &  A,
const Eigen::Matrix< T, RB, CB > &  B 
)
inline

Definition at line 11 of file quad_form_sym.hpp.

§ quad_form_sym() [2/8]

template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix<fvar<T>, CB, CB> stan::math::quad_form_sym ( const Eigen::Matrix< fvar< T >, RA, CA > &  A,
const Eigen::Matrix< double, RB, CB > &  B 
)
inline

Definition at line 12 of file quad_form_sym.hpp.

§ quad_form_sym() [3/8]

template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, require_any_var_t< Ta, Tb > ...>
Eigen::Matrix<var, Cb, Cb> stan::math::quad_form_sym ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, Cb > &  B 
)
inline

Definition at line 16 of file quad_form_sym.hpp.

§ quad_form_sym() [4/8]

template<int RA, int CA, int RB, typename T >
T stan::math::quad_form_sym ( const Eigen::Matrix< T, RA, CA > &  A,
const Eigen::Matrix< T, RB, 1 > &  B 
)
inline

Definition at line 20 of file quad_form_sym.hpp.

§ quad_form_sym() [5/8]

template<int RA, int CA, int RB, typename T >
fvar<T> stan::math::quad_form_sym ( const Eigen::Matrix< fvar< T >, RA, CA > &  A,
const Eigen::Matrix< double, RB, 1 > &  B 
)
inline

Definition at line 22 of file quad_form_sym.hpp.

§ quad_form_sym() [6/8]

template<int RA, int CA, int RB, int CB, typename T >
Eigen::Matrix<fvar<T>, CB, CB> stan::math::quad_form_sym ( const Eigen::Matrix< double, RA, CA > &  A,
const Eigen::Matrix< fvar< T >, RB, CB > &  B 
)
inline

Definition at line 29 of file quad_form_sym.hpp.

§ quad_form_sym() [7/8]

template<typename Ta , int Ra, int Ca, typename Tb , int Rb, require_any_var_t< Ta, Tb > ...>
var stan::math::quad_form_sym ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, 1 > &  B 
)
inline

Definition at line 29 of file quad_form_sym.hpp.

§ quad_form_sym() [8/8]

template<int RA, int CA, int RB, typename T >
fvar<T> stan::math::quad_form_sym ( const Eigen::Matrix< double, RA, CA > &  A,
const Eigen::Matrix< fvar< T >, RB, 1 > &  B 
)
inline

Definition at line 39 of file quad_form_sym.hpp.

§ rank()

template<typename C >
int stan::math::rank ( const C &  v,
int  s 
)
inline

Return the number of components of v less than v[s].

Template Parameters
Ccontainer type
Parameters
[in]vinput vector
[in]sposition in vector
Returns
number of components of v less than v[s].
Exceptions
std::out_of_rangeif s is out of range.

Definition at line 20 of file rank.hpp.

§ rayleigh_cdf()

template<typename T_y , typename T_scale >
return_type_t<T_y, T_scale> stan::math::rayleigh_cdf ( const T_y &  y,
const T_scale &  sigma 
)

Definition at line 15 of file rayleigh_cdf.hpp.

§ rayleigh_lccdf()

template<typename T_y , typename T_scale >
return_type_t<T_y, T_scale> stan::math::rayleigh_lccdf ( const T_y &  y,
const T_scale &  sigma 
)

Definition at line 14 of file rayleigh_lccdf.hpp.

§ rayleigh_lcdf()

template<typename T_y , typename T_scale >
return_type_t<T_y, T_scale> stan::math::rayleigh_lcdf ( const T_y &  y,
const T_scale &  sigma 
)

Definition at line 15 of file rayleigh_lcdf.hpp.

§ rayleigh_lpdf() [1/2]

template<bool propto, typename T_y , typename T_scale >
return_type_t<T_y, T_scale> stan::math::rayleigh_lpdf ( const T_y &  y,
const T_scale &  sigma 
)

Definition at line 15 of file rayleigh_lpdf.hpp.

§ rayleigh_lpdf() [2/2]

template<typename T_y , typename T_scale >
return_type_t<T_y, T_scale> stan::math::rayleigh_lpdf ( const T_y &  y,
const T_scale &  sigma 
)
inline

Definition at line 80 of file rayleigh_lpdf.hpp.

§ read_corr_L() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_corr_L ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
size_t  K 
)

Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations.

It is generally better to work with the Cholesky factor rather than the correlation matrix itself when the determinant, inverse, etc. of the correlation matrix is needed for some statistical calculation.

See read_corr_matrix(Array, size_t, T) for more information.

Template Parameters
Ttype of elements in the array
Parameters
CPCsThe (K choose 2) canonical partial correlations in (-1, 1).
KDimensionality of correlation matrix.
Returns
Cholesky factor of correlation matrix for specified canonical partial correlations.

Definition at line 36 of file read_corr_L.hpp.

§ read_corr_L() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_corr_L ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
size_t  K,
T &  log_prob 
)

Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation.

The implementation is Ben Goodrich's Cholesky factor-based approach to the C-vine method of:

  • Daniel Lewandowski, Dorota Kurowicka, and Harry Joe, Generating random correlation matrices based on vines and extended onion method Journal of Multivariate Analysis 100 (2009) 1989–2001
Template Parameters
Ttype of elements in the array
Parameters
CPCsThe (K choose 2) canonical partial correlations in (-1, 1).
KDimensionality of correlation matrix.
log_probReference to variable to increment with the log Jacobian determinant.
Returns
Cholesky factor of correlation matrix for specified partial correlations.

Definition at line 97 of file read_corr_L.hpp.

§ read_corr_matrix() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_corr_matrix ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
size_t  K 
)

Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations.

See read_corr_matrix(Array, size_t, T) for more information.

Template Parameters
Ttype of elements in the array
Parameters
CPCsThe (K choose 2) canonical partial correlations in (-1, 1).
KDimensionality of correlation matrix.
Returns
Cholesky factor of correlation matrix for specified canonical partial correlations.

Definition at line 25 of file read_corr_matrix.hpp.

§ read_corr_matrix() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_corr_matrix ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
size_t  K,
T &  log_prob 
)

Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation.

It is usually preferable to utilize the version that returns the Cholesky factor of the correlation matrix rather than the correlation matrix itself in statistical calculations.

Template Parameters
Ttype of elements in the array
Parameters
CPCsThe (K choose 2) canonical partial correlations in (-1, 1).
KDimensionality of correlation matrix.
log_probReference to variable to increment with the log Jacobian determinant.
Returns
Correlation matrix for specified partial correlations.

Definition at line 54 of file read_corr_matrix.hpp.

§ read_cov_L()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_cov_L ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
const Eigen::Array< T, Eigen::Dynamic, 1 > &  sds,
T &  log_prob 
)

This is the function that should be called prior to evaluating the density of any elliptical distribution.

Template Parameters
Ttype of elements in the arrays
Parameters
CPCson (-1, 1)
sdson (0, inf)
log_probthe log probability value to increment with the Jacobian
Returns
Cholesky factor of covariance matrix for specified partial correlations.

Definition at line 24 of file read_cov_L.hpp.

§ read_cov_matrix() [1/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_cov_matrix ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
const Eigen::Array< T, Eigen::Dynamic, 1 > &  sds,
T &  log_prob 
)

A generally worse alternative to call prior to evaluating the density of an elliptical distribution.

Template Parameters
Ttype of elements in the arrays
Parameters
CPCson (-1, 1)
sdson (0, inf)
log_probthe log probability value to increment with the Jacobian
Returns
Covariance matrix for specified partial correlations.

Definition at line 22 of file read_cov_matrix.hpp.

§ read_cov_matrix() [2/2]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::read_cov_matrix ( const Eigen::Array< T, Eigen::Dynamic, 1 > &  CPCs,
const Eigen::Array< T, Eigen::Dynamic, 1 > &  sds 
)

Builds a covariance matrix from CPCs and standard deviations.

Template Parameters
Ttype of elements in the arrays
Parameters
CPCsin (-1, 1)
sdsin (0, inf)

Definition at line 38 of file read_cov_matrix.hpp.

§ recover_memory()

static void stan::math::recover_memory ( )
inlinestatic

Recover memory used for all variables for reuse.

Exceptions
std::logic_errorif empty_nested() returns false

Definition at line 18 of file recover_memory.hpp.

§ recover_memory_nested()

static void stan::math::recover_memory_nested ( )
inlinestatic

Recover only the memory used for the top nested call.

If there is nothing on the nested stack, then a std::logic_error exception is thrown.

Exceptions
std::logic_errorif empty_nested() returns true

Definition at line 20 of file recover_memory_nested.hpp.

§ rep_array() [1/3]

template<typename T >
std::vector<T> stan::math::rep_array ( const T &  x,
int  n 
)
inline

Definition at line 12 of file rep_array.hpp.

§ rep_array() [2/3]

template<typename T >
std::vector<std::vector<T> > stan::math::rep_array ( const T &  x,
int  m,
int  n 
)
inline

Definition at line 18 of file rep_array.hpp.

§ rep_array() [3/3]

template<typename T >
std::vector<std::vector<std::vector<T> > > stan::math::rep_array ( const T &  x,
int  k,
int  m,
int  n 
)
inline

Definition at line 26 of file rep_array.hpp.

§ rep_matrix() [1/3]

template<typename T >
Eigen::Matrix<return_type_t<T>, Eigen::Dynamic, Eigen::Dynamic> stan::math::rep_matrix ( const T &  x,
int  m,
int  n 
)
inline

Definition at line 12 of file rep_matrix.hpp.

§ rep_matrix() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::rep_matrix ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v,
int  n 
)
inline

Definition at line 20 of file rep_matrix.hpp.

§ rep_matrix() [3/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::rep_matrix ( const Eigen::Matrix< T, 1, Eigen::Dynamic > &  rv,
int  m 
)
inline

Definition at line 29 of file rep_matrix.hpp.

§ rep_row_vector()

template<typename T >
Eigen::Matrix<return_type_t<T>, 1, Eigen::Dynamic> stan::math::rep_row_vector ( const T &  x,
int  m 
)
inline

Definition at line 11 of file rep_row_vector.hpp.

§ rep_vector()

template<typename T >
Eigen::Matrix<return_type_t<T>, Eigen::Dynamic, 1> stan::math::rep_vector ( const T &  x,
int  n 
)
inline

Definition at line 11 of file rep_vector.hpp.

§ resize()

template<typename T >
void stan::math::resize ( T &  x,
std::vector< int >  dims 
)
inline

Recursively resize the specified vector of vectors, which must bottom out at scalar values, Eigen vectors or Eigen matrices.

Template Parameters
Ttype of object being resized
Parameters
xArray-like object to resize.
dimsNew dimensions.

Definition at line 43 of file resize.hpp.

§ reverse() [1/2]

template<typename T >
std::vector<T> stan::math::reverse ( const std::vector< T > &  x)
inline

Return a copy of the specified array in reversed order.

Template Parameters
Ttype of elements in the array
Parameters
xarray to reverse
Returns
Array in reversed order.

Definition at line 20 of file reverse.hpp.

§ reverse() [2/2]

template<typename T , typename = require_eigen_vector_t<T>>
auto stan::math::reverse ( const T &  x)
inline

Return a copy of the specified vector or row vector in reversed order.

Template Parameters
Ttype of container (vector or row vector)
Parameters
xvector or row vector to reverse
Returns
Vector or row vector in reversed order.

Definition at line 35 of file reverse.hpp.

§ rising_factorial() [1/3]

var stan::math::rising_factorial ( const var a,
int  b 
)
inline

Definition at line 25 of file rising_factorial.hpp.

§ rising_factorial() [2/3]

template<typename T >
fvar<T> stan::math::rising_factorial ( const fvar< T > &  x,
int  n 
)
inline

Return autodiff variable with the gradient and result of the rising factorial function applied to the inputs.

Will throw for NaN x and for negative n, as implemented in primitive function.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
nArgument
Returns
tangent of rising factorial at arguments.

Definition at line 26 of file rising_factorial.hpp.

§ rising_factorial() [3/3]

template<typename T >
return_type_t<T> stan::math::rising_factorial ( const T &  x,
int  n 
)
inline

Return the rising factorial function evaluated at the inputs.

Template Parameters
Ttype of the first argument
Parameters
xfirst argument
nsecond argument
Returns
Result of rising factorial function.
Exceptions
std::domain_errorif x is NaN
std::domain_errorif n is negative

\[ \mbox{rising\_factorial}(x, n) = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ x^{(n)} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{rising\_factorial}(x, n)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \frac{\partial\, x^{(n)}}{\partial x} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{rising\_factorial}(x, n)}{\partial n} = \begin{cases} \textrm{error} & \mbox{if } x \leq 0\\ \frac{\partial\, x^{(n)}}{\partial n} & \mbox{if } x > 0 \textrm{ and } -\infty \leq n \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN or } n = \textrm{NaN} \end{cases} \]

\[ x^{(n)}=\frac{\Gamma(x+n)}{\Gamma(x)} \]

\[ \frac{\partial \, x^{(n)}}{\partial x} = x^{(n)}(\Psi(x+n)-\Psi(x)) \]

\[ \frac{\partial \, x^{(n)}}{\partial n} = (x)_n\Psi(x+n) \]

Definition at line 62 of file rising_factorial.hpp.

§ round() [1/6]

double stan::math::round ( double  x)
inline

Return the closest integer to the specified argument, with halfway cases rounded away from zero.

Parameters
xArgument.
Returns
The rounded value of the argument.

Definition at line 18 of file round.hpp.

§ round() [2/6]

template<typename T >
fvar<T> stan::math::round ( const fvar< T > &  x)
inline

Return the closest integer to the specified argument, with halfway cases rounded away from zero.

The derivative is always zero.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
Returns
The rounded value of the argument.

Definition at line 24 of file round.hpp.

§ round() [3/6]

double stan::math::round ( int  x)
inline

Return the closest integer to the specified argument, with halfway cases rounded away from zero.

Parameters
xArgument.
Returns
The rounded value of the argument.

Definition at line 27 of file round.hpp.

§ round() [4/6]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::round ( const T &  x)
inline

Vectorized version of round.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Rounded value of each value in x.

Definition at line 51 of file round.hpp.

§ round() [5/6]

var stan::math::round ( const var a)
inline

Returns the rounded form of the specified variable (C99).

The derivative is zero everywhere but numbers half way between whole numbers, so for convenience the derivative is defined to be everywhere zero,

\(\frac{d}{dx} \mbox{round}(x) = 0\).

\[ \mbox{round}(x) = \begin{cases} \lceil x \rceil & \mbox{if } x-\lfloor x\rfloor \geq 0.5 \\ \lfloor x \rfloor & \mbox{if } x-\lfloor x\rfloor < 0.5 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{round}(x)}{\partial x} = \begin{cases} 0 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aSpecified variable.
Returns
Rounded variable.

Definition at line 55 of file round.hpp.

§ round() [6/6]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::round ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of round() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Rounded value of each value in x.

Definition at line 64 of file round.hpp.

§ row()

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::row ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m,
size_t  i 
)
inline

Return the specified row of the specified matrix, using start-at-1 indexing.

This is equivalent to calling m.row(i - 1) and assigning the resulting template expression to a row vector.

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
iRow index (count from 1).
Returns
Specified row of the matrix.
Exceptions
std::out_of_rangeif i is out of range.

Definition at line 24 of file row.hpp.

§ rows()

template<typename T , int R, int C>
int stan::math::rows ( const Eigen::Matrix< T, R, C > &  m)
inline

Return the number of rows in the specified matrix, vector, or row vector.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in]mInput matrix, vector, or row vector.
Returns
Number of rows.

Definition at line 21 of file rows.hpp.

§ rows_dot_product() [1/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, 1> stan::math::rows_dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 13 of file rows_dot_product.hpp.

§ rows_dot_product() [2/5]

template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, require_any_var_t< T1, T2 > ...>
Eigen::Matrix<var, R1, 1> stan::math::rows_dot_product ( const Eigen::Matrix< T1, R1, C1 > &  v1,
const Eigen::Matrix< T2, R2, C2 > &  v2 
)
inline

Definition at line 17 of file rows_dot_product.hpp.

§ rows_dot_product() [3/5]

template<int R1, int C1, int R2, int C2>
Eigen::Matrix<double, R1, 1> stan::math::rows_dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Returns the dot product of the specified vectors.

Template Parameters
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 25 of file rows_dot_product.hpp.

§ rows_dot_product() [4/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, 1> stan::math::rows_dot_product ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Definition at line 27 of file rows_dot_product.hpp.

§ rows_dot_product() [5/5]

template<typename T , int R1, int C1, int R2, int C2>
Eigen::Matrix<fvar<T>, R1, 1> stan::math::rows_dot_product ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Definition at line 41 of file rows_dot_product.hpp.

§ rows_dot_self() [1/2]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, 1> stan::math::rows_dot_self ( const Eigen::Matrix< fvar< T >, R, C > &  x)
inline

Definition at line 12 of file rows_dot_self.hpp.

§ rows_dot_self() [2/2]

template<typename T , int R, int C>
Eigen::Matrix<T, R, 1> stan::math::rows_dot_self ( const Eigen::Matrix< T, R, C > &  x)
inline

Returns the dot product of each row of a matrix with itself.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xmatrix

Definition at line 19 of file rows_dot_self.hpp.

§ rowwise_max()

template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_max_<as_operation_cl_t<T> > stan::math::rowwise_max ( T &&  a)
inline

Rowwise max reduction of a kernel generator expression.

Template Parameters
Ttype of input expression
Parameters
aexpression to reduce
Returns
max

Definition at line 223 of file rowwise_reduction.hpp.

§ rowwise_min()

template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_min_<as_operation_cl_t<T> > stan::math::rowwise_min ( T &&  a)
inline

Min reduction of a kernel generator expression.

Template Parameters
Ttype of input expression
Parameters
aexpression to reduce
Returns
min

Definition at line 280 of file rowwise_reduction.hpp.

§ rowwise_sum()

template<typename T , typename = require_all_valid_expressions_and_none_scalar_t<T>>
rowwise_sum_<as_operation_cl_t<T> > stan::math::rowwise_sum ( T &&  a)
inline

Rowwise sum reduction of a kernel generator expression.

Template Parameters
Ttype of input expression
Parameters
aexpression to reduce
Returns
sum

Definition at line 166 of file rowwise_reduction.hpp.

§ scale_matrix_exp_multiply() [1/2]

template<int Cb>
Eigen::Matrix<double, -1, Cb> stan::math::scale_matrix_exp_multiply ( const double &  t,
const Eigen::MatrixXd &  A,
const Eigen::Matrix< double, -1, Cb > &  B 
)
inline

Return product of exp(At) and B, where A is a NxN double matrix, B is a NxCb double matrix, and t is a double.

Specialized for double values for efficiency.

Template Parameters
Cbnumber of columns in matrix B, can be Eigen::Dynamic
Parameters
[in]AMatrix
[in]BMatrix
[in]tdouble
Returns
exponential of At multiplies B

Definition at line 24 of file scale_matrix_exp_multiply.hpp.

§ scale_matrix_exp_multiply() [2/2]

template<typename Tt , typename Ta , typename Tb , int Cb>
Eigen::Matrix<return_type_t<Tt, Ta, Tb>, -1, Cb> stan::math::scale_matrix_exp_multiply ( const Tt &  t,
const Eigen::Matrix< Ta, -1, -1 > &  A,
const Eigen::Matrix< Tb, -1, Cb > &  B 
)
inline

Return product of exp(At) and B, where A is a NxN matrix, B is a NxCb matrix and t is a scalar.

Generic implementation when arguments are not double.

Template Parameters
Tascalar type matrix A
Tbscalar type matrix B
Cbnumber of columns in matrix B, can be Eigen::Dynamic
Parameters
[in]AMatrix
[in]BMatrix
[in]tdouble
Returns
exponential of At multiplies B

Definition at line 53 of file scale_matrix_exp_multiply.hpp.

§ scaled_add()

void stan::math::scaled_add ( std::vector< double > &  x,
const std::vector< double > &  y,
double  lambda 
)
inline

Definition at line 11 of file scaled_add.hpp.

§ scaled_inv_chi_square_lccdf()

template<typename T_y , typename T_dof , typename T_scale >
return_type_t<T_y, T_dof, T_scale> stan::math::scaled_inv_chi_square_lccdf ( const T_y &  y,
const T_dof &  nu,
const T_scale &  s 
)

Definition at line 19 of file scaled_inv_chi_square_lccdf.hpp.

§ scaled_inv_chi_square_lcdf()

template<typename T_y , typename T_dof , typename T_scale >
return_type_t<T_y, T_dof, T_scale> stan::math::scaled_inv_chi_square_lcdf ( const T_y &  y,
const T_dof &  nu,
const T_scale &  s 
)

Definition at line 19 of file scaled_inv_chi_square_lcdf.hpp.

§ scaled_inv_chi_square_lpdf()

template<typename T_y , typename T_dof , typename T_scale >
return_type_t<T_y, T_dof, T_scale> stan::math::scaled_inv_chi_square_lpdf ( const T_y &  y,
const T_dof &  nu,
const T_scale &  s 
)
inline

Definition at line 159 of file scaled_inv_chi_square_lpdf.hpp.

§ sd() [1/4]

template<typename T >
return_type_t<T> stan::math::sd ( const std::vector< T > &  v)
inline

Returns the unbiased sample standard deviation of the coefficients in the specified column vector.

Template Parameters
Ttype of elements in the vector
Parameters
vSpecified vector.
Returns
Sample variance of vector.

Definition at line 23 of file sd.hpp.

§ sd() [2/4]

template<typename T , int R, int C>
return_type_t<T> stan::math::sd ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the unbiased sample standard deviation of the coefficients in the specified vector, row vector, or matrix.

Template Parameters
Ttype of elements in the vector, row vector, or matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified vector, row vector or matrix.
Returns
Sample variance.

Definition at line 43 of file sd.hpp.

§ sd() [3/4]

var stan::math::sd ( const std::vector< var > &  v)
inline

Return the sample standard deviation of the specified standard vector.

Raise domain error if size is not greater than zero.

Parameters
[in]va vector
Returns
sample standard deviation of specified vector

Definition at line 55 of file sd.hpp.

§ sd() [4/4]

template<int R, int C>
var stan::math::sd ( const Eigen::Matrix< var, R, C > &  m)

Definition at line 74 of file sd.hpp.

§ segment() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::segment ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v,
size_t  i,
size_t  n 
)
inline

Return the specified number of elements as a vector starting from the specified element - 1 of the specified vector.

Template Parameters
Ttype of elements in the vector

Definition at line 18 of file segment.hpp.

§ segment() [2/3]

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::segment ( const Eigen::Matrix< T, 1, Eigen::Dynamic > &  v,
size_t  i,
size_t  n 
)
inline

Definition at line 31 of file segment.hpp.

§ segment() [3/3]

template<typename T >
std::vector<T> stan::math::segment ( const std::vector< T > &  sv,
size_t  i,
size_t  n 
)

Definition at line 45 of file segment.hpp.

§ select()

template<typename T_condition , typename T_then , typename T_else , typename = require_all_valid_expressions_t<T_condition, T_then, T_else>>
select_<as_operation_cl_t<T_condition>, as_operation_cl_t<T_then>, as_operation_cl_t<T_else> > stan::math::select ( T_condition &&  condition,
T_then &&  then,
T_else &&  els 
)
inline

Selection operation on kernel generator expressions.

This is element wise ternary operator condition ? then : els .

Template Parameters
T_conditiontype of condition expression
T_thentype of then expression
T_elsetype of else expression
Parameters
conditioncondition expression
thenthen expression
elselse expression
Returns
selection operation expression

Definition at line 119 of file select.hpp.

§ set_zero_all_adjoints()

static void stan::math::set_zero_all_adjoints ( )
static

Reset all adjoint values in the stack to zero.

Definition at line 14 of file set_zero_all_adjoints.hpp.

§ set_zero_all_adjoints_nested()

static void stan::math::set_zero_all_adjoints_nested ( )
static

Reset all adjoint values in the top nested portion of the stack to zero.

Definition at line 17 of file set_zero_all_adjoints_nested.hpp.

§ sign()

template<typename T >
int stan::math::sign ( const T &  z)
inline

Definition at line 10 of file sign.hpp.

§ signbit()

template<typename ADType , require_autodiff_t< ADType > ...>
bool stan::math::signbit ( ADType &&  v)
inline

Return true if the specified argument is negative and false otherwise.

Overloads std::signbit from <cmath> for argument-dependent lookup.

Template Parameters
ADTypetype of argument
Parameters
[in]vargument
Returns
true if the argument is negative

Definition at line 21 of file signbit.hpp.

§ simplex_constrain() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::simplex_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y)

Return the simplex corresponding to the specified free vector.

A simplex is a vector containing values greater than or equal to 0 that sum to 1. A vector with (K-1) unconstrained values will produce a simplex of size K.

The transform is based on a centered stick-breaking process.

Template Parameters
Ttype of elements in the vector
Parameters
yFree vector input of dimensionality K - 1.
Returns
Simplex of dimensionality K.

Definition at line 28 of file simplex_constrain.hpp.

§ simplex_constrain() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::simplex_constrain ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  y,
T &  lp 
)

Return the simplex corresponding to the specified free vector and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The simplex transform is defined through a centered stick-breaking process.

Template Parameters
Ttype of elements in the vector
Parameters
yFree vector input of dimensionality K - 1.
lpLog probability reference to increment.
Returns
Simplex of dimensionality K.

Definition at line 62 of file simplex_constrain.hpp.

§ simplex_constrain() [3/3]

Eigen::Matrix<var, Eigen::Dynamic, 1> stan::math::simplex_constrain ( const Eigen::Matrix< var, Eigen::Dynamic, 1 > &  y)
inline

Return the simplex corresponding to the specified free vector.

A simplex is a vector containing values greater than or equal to 0 that sum to 1. A vector with (K-1) unconstrained values will produce a simplex of size K.

The transform is based on a centered stick-breaking process.

Parameters
yFree vector input of dimensionality K - 1
Returns
Simplex of dimensionality K

Definition at line 96 of file simplex_constrain.hpp.

§ simplex_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::simplex_free ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x)

Return an unconstrained vector that when transformed produces the specified simplex.

It applies to a simplex of dimensionality K and produces an unconstrained vector of dimensionality (K-1).

The simplex transform is defined through a centered stick-breaking process.

Template Parameters
Ttype of elements in the simplex
Parameters
xSimplex of dimensionality K.
Returns
Free vector of dimensionality (K-1) that transforms to the simplex.
Exceptions
std::domain_errorif x is not a valid simplex

Definition at line 28 of file simplex_free.hpp.

§ sin() [1/4]

template<typename T >
fvar<T> stan::math::sin ( const fvar< T > &  x)
inline

Definition at line 11 of file sin.hpp.

§ sin() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::sin ( const T &  x)
inline

Vectorized version of sin().

Template Parameters
Ttype of container
Parameters
xangles in radians
Returns
Sine of each value in x.

Definition at line 34 of file sin.hpp.

§ sin() [3/4]

var stan::math::sin ( const var a)
inline

Return the sine of a radian-scaled variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \sin x = \cos x\).

\[ \mbox{sin}(x) = \begin{cases} \sin(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{sin}(x)}{\partial x} = \begin{cases} \cos(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable for radians of angle.
Returns
Sine of variable.

Definition at line 46 of file sin.hpp.

§ sin() [4/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::sin ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of sin() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Sine of each value in x.

Definition at line 47 of file sin.hpp.

§ singular_values()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::singular_values ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)

Return the vector of the singular values of the specified matrix in decreasing order of magnitude.

See the documentation for svd() for information on the singular values.

Template Parameters
Ttype of elements in the matrix
Parameters
mSpecified matrix.
Returns
Singular values of the matrix.

Definition at line 20 of file singular_values.hpp.

§ sinh() [1/5]

template<typename T >
fvar<T> stan::math::sinh ( const fvar< T > &  x)
inline

Definition at line 11 of file sinh.hpp.

§ sinh() [2/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::sinh ( const T &  x)
inline

Vectorized version of sinh().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Hyperbolic sine of each variable in x.

Definition at line 34 of file sinh.hpp.

§ sinh() [3/5]

var stan::math::sinh ( const var a)
inline

Return the hyperbolic sine of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \sinh x = \cosh x\).

\[ \mbox{sinh}(x) = \begin{cases} \sinh(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{sinh}(x)}{\partial x} = \begin{cases} \cosh(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable.
Returns
Hyperbolic sine of variable.

Definition at line 46 of file sinh.hpp.

§ sinh() [4/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::sinh ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of sinh() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Hyperbolic sine of each variable in x.

Definition at line 47 of file sinh.hpp.

§ sinh() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::sinh ( const Eigen::ArrayBase< Derived > &  x)
inline

Version of acos() that accepts Eigen Array or array expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Hyperbolic sine of each variable in x.

Definition at line 60 of file sinh.hpp.

§ size_mvt() [1/2]

template<typename T , int R, int C>
size_t stan::math::size_mvt ( const Eigen::Matrix< T, R, C > &  )

Definition at line 30 of file size_mvt.hpp.

§ size_mvt() [2/2]

template<typename T , int R, int C>
size_t stan::math::size_mvt ( const std::vector< Eigen::Matrix< T, R, C > > &  x)

Definition at line 35 of file size_mvt.hpp.

§ size_zero() [1/2]

template<typename T >
bool stan::math::size_zero ( T &  x)
inline

Returns 1 if input is of length 0, returns 0 otherwise.

Parameters
xargument
Returns
0 or 1

Definition at line 18 of file size_zero.hpp.

§ size_zero() [2/2]

template<typename T , typename... Ts>
bool stan::math::size_zero ( T &  x,
Ts &&...  xs 
)
inline

Returns 1 if any inputs are of length 0, returns 0 otherwise.

Parameters
xfirst argument
xsparameter pack of remaining arguments to forward to function
Returns
0 or 1

Definition at line 31 of file size_zero.hpp.

§ skew_normal_cdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::skew_normal_cdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  alpha 
)

Definition at line 18 of file skew_normal_cdf.hpp.

§ skew_normal_lccdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::skew_normal_lccdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  alpha 
)

Definition at line 18 of file skew_normal_lccdf.hpp.

§ skew_normal_lcdf()

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::skew_normal_lcdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  alpha 
)

Definition at line 18 of file skew_normal_lcdf.hpp.

§ skew_normal_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::skew_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  alpha 
)

Definition at line 18 of file skew_normal_lpdf.hpp.

§ skew_normal_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale , typename T_shape >
return_type_t<T_y, T_loc, T_scale, T_shape> stan::math::skew_normal_lpdf ( const T_y &  y,
const T_loc &  mu,
const T_scale &  sigma,
const T_shape &  alpha 
)
inline

Definition at line 114 of file skew_normal_lpdf.hpp.

§ softmax() [1/3]

template<typename T >
Eigen::Matrix<fvar<T>, Eigen::Dynamic, 1> stan::math::softmax ( const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &  alpha)
inline

Definition at line 12 of file softmax.hpp.

§ softmax() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::softmax ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v)
inline

Return the softmax of the specified vector.

\( \mbox{softmax}(y) = \frac{\exp(y)} {\sum_{k=1}^K \exp(y_k)}, \)

The entries in the Jacobian of the softmax function are given by \( \begin{array}{l} \displaystyle \frac{\partial}{\partial y_m} \mbox{softmax}(y)[k] \\[8pt] \displaystyle \mbox{ } \ \ \ = \left\{ \begin{array}{ll} \mbox{softmax}(y)[k] \times (1 - \mbox{softmax}(y)[m]) & \mbox{ if } m = k, \mbox{ and} \\[6pt] -\mbox{softmax}(y)[k] \times \mbox{softmax}(y)[m] & \mbox{ if } m \neq k. \end{array} \right. \end{array} \)

Template Parameters
Ttype of elements in the vector
Parameters
[in]vVector to transform.
Returns
Unit simplex result of the softmax transform of the vector.

Definition at line 45 of file softmax.hpp.

§ softmax() [3/3]

Eigen::Matrix<var, Eigen::Dynamic, 1> stan::math::softmax ( const Eigen::Matrix< var, Eigen::Dynamic, 1 > &  alpha)
inline

Return the softmax of the specified Eigen vector.

Softmax is guaranteed to return a simplex.

Parameters
alphaUnconstrained input vector.
Returns
Softmax of the input.
Exceptions
std::domain_errorIf the input vector is size 0.

Definition at line 73 of file softmax.hpp.

§ sort_asc() [1/2]

template<typename T >
std::vector<T> stan::math::sort_asc ( std::vector< T >  xs)
inline

Return the specified standard vector in ascending order.

Template Parameters
TType of elements contained in vector.
Parameters
xsVector to order.
Returns
Vector in ascending order.
Exceptions
std::domain_errorIf any of the values are NaN.

Definition at line 22 of file sort_asc.hpp.

§ sort_asc() [2/2]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::sort_asc ( Eigen::Matrix< T, R, C >  xs)
inline

Return the specified vector in ascending order.

Template Parameters
Ttype of elements in the vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xsVector to order.
Returns
Vector in ascending order.
Exceptions
std::domain_errorIf any of the values are NaN.

Definition at line 40 of file sort_asc.hpp.

§ sort_desc() [1/2]

template<typename T >
std::vector<T> stan::math::sort_desc ( std::vector< T >  xs)
inline

Return the specified standard vector in descending order.

Template Parameters
TType of elements contained in vector.
Parameters
xsVector to order.
Returns
Vector in descending order.
Exceptions
std::domain_errorIf any of the values are NaN.

Definition at line 24 of file sort_desc.hpp.

§ sort_desc() [2/2]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::sort_desc ( Eigen::Matrix< T, R, C >  xs)
inline

Return the specified vector in descending order.

Template Parameters
Ttype of elements in the vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xsVector to order.
Returns
Vector in descending order.
Exceptions
std::domain_errorIf any of the values are NaN.

Definition at line 42 of file sort_desc.hpp.

§ sort_indices()

template<bool ascending, typename C >
std::vector<int> stan::math::sort_indices ( const C &  xs)

Return an integer array of indices of the specified container sorting the values in ascending or descending order based on the value of the first template prameter.

Template Parameters
ascendingtrue if sort is in ascending order
Ctype of container
Parameters
xsContainer to sort
Returns
sorted version of container

Definition at line 63 of file sort_indices.hpp.

§ sort_indices_asc()

template<typename C >
std::vector<int> stan::math::sort_indices_asc ( const C &  xs)

Return a sorted copy of the argument container in ascending order.

Template Parameters
Ctype of container
Parameters
xsContainer to sort
Returns
sorted version of container

Definition at line 21 of file sort_indices_asc.hpp.

§ sort_indices_desc()

template<typename C >
std::vector<int> stan::math::sort_indices_desc ( const C &  xs)

Return a sorted copy of the argument container in ascending order.

Template Parameters
Ctype of container
Parameters
xsContainer to sort
Returns
sorted version of container

Definition at line 21 of file sort_indices_desc.hpp.

§ spaced_array()

std::vector<double> stan::math::spaced_array ( int  K,
double  low,
double  high 
)
inline

Return an array of linearly spaced elements.

This produces an array from low to high (included) with elements spaced as (high - low) / (K - 1). For K=1, the array will contain the high value; for K=0 it returns an empty array.

Parameters
Ksize of the array
lowsmallest value
highlargest value
Returns
An array of size K with elements linearly spaced between low and high.
Exceptions
std::domain_errorif K is negative, if low is nan or infinite, if high is nan or infinite, or if high is less than low.

Definition at line 26 of file spaced_array.hpp.

§ spaced_row_vector()

Eigen::RowVectorXd stan::math::spaced_row_vector ( int  K,
double  low,
double  high 
)
inline

Return a row vector of linearly spaced elements.

This produces a row vector from low to high (included) with elements spaced as (high - low) / (K - 1). For K=1, the vector will contain the high value; for K=0 it returns an empty vector.

Parameters
Ksize of the row vector
lowsmallest value
highlargest value
Returns
A row vector of size K with elements linearly spaced between low and high.
Exceptions
std::domain_errorif K is negative, if low is nan or infinite, if high is nan or infinite, or if high is less than low.

Definition at line 25 of file spaced_row_vector.hpp.

§ spaced_vector()

Eigen::VectorXd stan::math::spaced_vector ( int  K,
double  low,
double  high 
)
inline

Return a vector of linearly spaced elements.

This produces a vector from low to high (included) with elements spaced as (high - low) / (K - 1). For K=1, the vector will contain the high value; for K=0 it returns an empty vector.

Parameters
Ksize of the vector
lowsmallest value
highlargest value
Returns
A vector of size K with elements linearly spaced between low and high.
Exceptions
std::domain_errorif K is negative, if low is nan or infinite, if high is nan or infinite, or if high is less than low.

Definition at line 25 of file spaced_vector.hpp.

§ sqrt() [1/5]

template<typename T >
fvar<T> stan::math::sqrt ( const fvar< T > &  x)
inline

Definition at line 13 of file sqrt.hpp.

§ sqrt() [2/5]

double stan::math::sqrt ( int  x)
inline

Return the square root of the specified argument.

This version is required to disambiguate sqrt(int).

Parameters
[in]xArgument.
Returns
Natural exponential of argument.

Definition at line 18 of file sqrt.hpp.

§ sqrt() [3/5]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::sqrt ( const T &  x)
inline

Vectorized version of sqrt().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Square root of each value in x.

Definition at line 43 of file sqrt.hpp.

§ sqrt() [4/5]

var stan::math::sqrt ( const var a)
inline

Return the square root of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \sqrt{x} = \frac{1}{2 \sqrt{x}}\).

\[ \mbox{sqrt}(x) = \begin{cases} \textrm{NaN} & x < 0 \\ \sqrt{x} & \mbox{if } x\geq 0\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{sqrt}(x)}{\partial x} = \begin{cases} \textrm{NaN} & x < 0 \\ \frac{1}{2\sqrt{x}} & x\geq 0\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable whose square root is taken.
Returns
Square root of variable.

Definition at line 47 of file sqrt.hpp.

§ sqrt() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::sqrt ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of sqrt() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Square root of each value in x.

Definition at line 56 of file sqrt.hpp.

§ sqrt2()

double stan::math::sqrt2 ( )
inline

Returns the square root of two.

Returns
Square root of two.

Definition at line 221 of file constants.hpp.

§ square() [1/5]

template<typename T >
fvar<T> stan::math::square ( const fvar< T > &  x)
inline

Definition at line 12 of file square.hpp.

§ square() [2/5]

double stan::math::square ( double  x)
inline

Return the square of the specified argument.

\(\mbox{square}(x) = x^2\).

The implementation of square(x) is just x * x. Given this, this method is mainly useful in cases where x is not a simple primitive type, particularly when it is an autodiff type.

Parameters
xInput to square.
Returns
Square of input.

Definition at line 25 of file square.hpp.

§ square() [3/5]

var stan::math::square ( const var x)
inline

Return the square of the input variable.

Using square(x) is more efficient than using x * x.

\[ \mbox{square}(x) = \begin{cases} x^2 & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{square}(x)}{\partial x} = \begin{cases} 2x & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
xVariable to square.
Returns
Square of variable.

Definition at line 43 of file square.hpp.

§ square() [4/5]

template<typename T >
auto stan::math::square ( const T &  x)
inline

Vectorized version of square().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Each value in x squared.

Definition at line 49 of file square.hpp.

§ square() [5/5]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::square ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of square() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Each value in x squared.

Definition at line 62 of file square.hpp.

§ squared_distance() [1/15]

template<typename T1 , typename T2 >
return_type_t<T1, T2> stan::math::squared_distance ( const T1 &  x1,
const T2 &  x2 
)
inline

Returns the squared distance.

Parameters
x1First vector.
x2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 22 of file squared_distance.hpp.

§ squared_distance() [2/15]

template<typename T , int R, int C>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< fvar< T >, R, C > &  v1,
const Eigen::Matrix< double, R, C > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 27 of file squared_distance.hpp.

§ squared_distance() [3/15]

var stan::math::squared_distance ( const var a,
const var b 
)
inline

Returns the squared distance.

Definition at line 41 of file squared_distance.hpp.

§ squared_distance() [4/15]

template<int R, int C>
double stan::math::squared_distance ( const Eigen::Matrix< double, R, C > &  v1,
const Eigen::Matrix< double, R, C > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 41 of file squared_distance.hpp.

§ squared_distance() [5/15]

var stan::math::squared_distance ( const var a,
double  b 
)
inline

Returns the squared distance.

Definition at line 47 of file squared_distance.hpp.

§ squared_distance() [6/15]

var stan::math::squared_distance ( double  a,
const var b 
)
inline

Returns the squared distance.

Definition at line 53 of file squared_distance.hpp.

§ squared_distance() [7/15]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 53 of file squared_distance.hpp.

§ squared_distance() [8/15]

template<int R1, int C1, int R2, int C2>
double stan::math::squared_distance ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 65 of file squared_distance.hpp.

§ squared_distance() [9/15]

template<typename T , int R, int C>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< double, R, C > &  v1,
const Eigen::Matrix< fvar< T >, R, C > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 78 of file squared_distance.hpp.

§ squared_distance() [10/15]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 104 of file squared_distance.hpp.

§ squared_distance() [11/15]

template<typename T , int R, int C>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< fvar< T >, R, C > &  v1,
const Eigen::Matrix< fvar< T >, R, C > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 129 of file squared_distance.hpp.

§ squared_distance() [12/15]

template<int R1, int C1, int R2, int C2>
var stan::math::squared_distance ( const Eigen::Matrix< var, R1, C1 > &  v1,
const Eigen::Matrix< var, R2, C2 > &  v2 
)
inline

Definition at line 134 of file squared_distance.hpp.

§ squared_distance() [13/15]

template<int R1, int C1, int R2, int C2>
var stan::math::squared_distance ( const Eigen::Matrix< var, R1, C1 > &  v1,
const Eigen::Matrix< double, R2, C2 > &  v2 
)
inline

Definition at line 142 of file squared_distance.hpp.

§ squared_distance() [14/15]

template<int R1, int C1, int R2, int C2>
var stan::math::squared_distance ( const Eigen::Matrix< double, R1, C1 > &  v1,
const Eigen::Matrix< var, R2, C2 > &  v2 
)
inline

Definition at line 150 of file squared_distance.hpp.

§ squared_distance() [15/15]

template<typename T , int R1, int C1, int R2, int C2>
fvar<T> stan::math::squared_distance ( const Eigen::Matrix< fvar< T >, R1, C1 > &  v1,
const Eigen::Matrix< fvar< T >, R2, C2 > &  v2 
)
inline

Returns the squared distance between the specified vectors of the same dimensions.

Template Parameters
Tinner type of the fvar vector
R1number of rows in the first vector, can be Eigen::Dynamic
C1number of columns in the first vector, can be Eigen::Dynamic
R2number of rows in the second vector, can be Eigen::Dynamic
C2number of columns in the second vector, can be Eigen::Dynamic
Parameters
v1First vector.
v2Second vector.
Returns
Dot product of the vectors.
Exceptions
std::domain_errorIf the vectors are not the same size or if they are both not vector dimensioned.

Definition at line 155 of file squared_distance.hpp.

§ stan_print() [1/6]

void stan::math::stan_print ( std::ostream *  o,
const var x 
)
inline

Definition at line 11 of file stan_print.hpp.

§ stan_print() [2/6]

template<typename T >
void stan::math::stan_print ( std::ostream *  o,
const T &  x 
)

Definition at line 12 of file stan_print.hpp.

§ stan_print() [3/6]

template<typename T >
void stan::math::stan_print ( std::ostream *  o,
const std::vector< T > &  x 
)

Definition at line 17 of file stan_print.hpp.

§ stan_print() [4/6]

template<typename T >
void stan::math::stan_print ( std::ostream *  o,
const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x 
)

Definition at line 29 of file stan_print.hpp.

§ stan_print() [5/6]

template<typename T >
void stan::math::stan_print ( std::ostream *  o,
const Eigen::Matrix< T, 1, Eigen::Dynamic > &  x 
)

Definition at line 41 of file stan_print.hpp.

§ stan_print() [6/6]

template<typename T >
void stan::math::stan_print ( std::ostream *  o,
const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  x 
)

Definition at line 53 of file stan_print.hpp.

§ start_nested()

static void stan::math::start_nested ( )
inlinestatic

Record the current position so that recover_memory_nested() can find it.

Definition at line 13 of file start_nested.hpp.

§ std_normal_lccdf()

template<typename T_y >
return_type_t<T_y> stan::math::std_normal_lccdf ( const T_y &  y)
inline

Definition at line 17 of file std_normal_lccdf.hpp.

§ std_normal_lcdf()

template<typename T_y >
return_type_t<T_y> stan::math::std_normal_lcdf ( const T_y &  y)
inline

Definition at line 20 of file std_normal_lcdf.hpp.

§ std_normal_lpdf()

template<typename T_y >
return_type_t<T_y> stan::math::std_normal_lpdf ( const T_y &  y)
inline

Definition at line 62 of file std_normal_lpdf.hpp.

§ step() [1/2]

var stan::math::step ( const var a)
inline

Return the step, or heaviside, function applied to the specified variable (stan).

See step() for the double-based version.

The derivative of the step function is zero everywhere but at 0, so for convenience, it is taken to be everywhere zero,

\(\mbox{step}(x) = 0\).

Parameters
aVariable argument.
Returns
The constant variable with value 1.0 if the argument's value is greater than or equal to 0.0, and value 0.0 otherwise.

Definition at line 26 of file step.hpp.

§ step() [2/2]

template<typename T >
double stan::math::step ( const T &  y)
inline

The step, or Heaviside, function.

The function is defined by

step(y) = (y < 0.0) ? 0 : 1.

\[ \mbox{step}(x) = \begin{cases} 0 & \mbox{if } x \leq 0 \\ 1 & \mbox{if } x > 0 \\[6pt] 0 & \mbox{if } x = \textrm{NaN} \end{cases} \]

Template Parameters
Ttype of value
Parameters
yvalue
Returns
zero if the value is less than zero, and one otherwise

Definition at line 29 of file step.hpp.

§ student_t_cdf()

template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t<T_y, T_dof, T_loc, T_scale> stan::math::student_t_cdf ( const T_y &  y,
const T_dof &  nu,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 19 of file student_t_cdf.hpp.

§ student_t_lccdf()

template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t<T_y, T_dof, T_loc, T_scale> stan::math::student_t_lccdf ( const T_y &  y,
const T_dof &  nu,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 19 of file student_t_lccdf.hpp.

§ student_t_lcdf()

template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t<T_y, T_dof, T_loc, T_scale> stan::math::student_t_lcdf ( const T_y &  y,
const T_dof &  nu,
const T_loc &  mu,
const T_scale &  sigma 
)

Definition at line 19 of file student_t_lcdf.hpp.

§ student_t_lpdf()

template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
return_type_t<T_y, T_dof, T_loc, T_scale> stan::math::student_t_lpdf ( const T_y &  y,
const T_dof &  nu,
const T_loc &  mu,
const T_scale &  sigma 
)
inline

Definition at line 196 of file student_t_lpdf.hpp.

§ sub_col()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::sub_col ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m,
size_t  i,
size_t  j,
size_t  nrows 
)
inline

Return a nrows x 1 subcolumn starting at (i-1, j-1).

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix.
iStarting row + 1.
jStarting column + 1.
nrowsNumber of rows in block.
Exceptions
std::out_of_rangeif either index is out of range.

Definition at line 21 of file sub_col.hpp.

§ sub_row()

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::sub_row ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m,
size_t  i,
size_t  j,
size_t  ncols 
)
inline

Return a 1 x nrows subrow starting at (i-1, j-1).

Template Parameters
Ttype of elements in the matrix
Parameters
mMatrix Input matrix.
iStarting row + 1.
jStarting column + 1.
ncolsNumber of columns in block.
Exceptions
std::out_of_rangeif either index is out of range.

Definition at line 21 of file sub_row.hpp.

§ subtract() [1/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::subtract ( const Eigen::Matrix< T1, R, C > &  m1,
const Eigen::Matrix< T2, R, C > &  m2 
)
inline

Return the result of subtracting the second specified matrix from the first specified matrix.

The return scalar type is the promotion of the input types.

Template Parameters
T1type of elements in the first matrix
T2type of elements in the second matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
m1First matrix.
m2Second matrix.
Returns
Difference between first matrix and second matrix.

Definition at line 25 of file subtract.hpp.

§ subtract() [2/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::subtract ( const T1 &  c,
const Eigen::Matrix< T2, R, C > &  m 
)
inline

Definition at line 32 of file subtract.hpp.

§ subtract() [3/3]

template<typename T1 , typename T2 , int R, int C>
Eigen::Matrix<return_type_t<T1, T2>, R, C> stan::math::subtract ( const Eigen::Matrix< T1, R, C > &  m,
const T2 &  c 
)
inline

Definition at line 38 of file subtract.hpp.

§ sum() [1/8]

double stan::math::sum ( double  v)
inline

Returns specified input value.

Template Parameters
TType of element.
Parameters
vSpecified value.
Returns
Same value (the sum of one value).

Definition at line 20 of file sum.hpp.

§ sum() [2/8]

template<typename T >
fvar<T> stan::math::sum ( const std::vector< fvar< T > > &  m)
inline

Return the sum of the entries of the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
mVector.
Returns
Sum of vector entries.

Definition at line 21 of file sum.hpp.

§ sum() [3/8]

int stan::math::sum ( int  v)
inline

Returns specified input value.

Template Parameters
TType of element.
Parameters
vSpecified value.
Returns
Same value (the sum of one value).

Definition at line 29 of file sum.hpp.

§ sum() [4/8]

template<typename T >
T stan::math::sum ( const std::vector< T > &  xs)
inline

Return the sum of the values in the specified standard vector.

Template Parameters
TType of elements summed.
Parameters
xsStandard vector to sum.
Returns
Sum of elements.

Definition at line 39 of file sum.hpp.

§ sum() [5/8]

template<typename T , int R, int C>
fvar<T> stan::math::sum ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Return the sum of the entries of the specified matrix.

Template Parameters
Tinner type of the fvar matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mMatrix.
Returns
Sum of matrix entries.

Definition at line 45 of file sum.hpp.

§ sum() [6/8]

template<typename Derived >
Eigen::DenseBase<Derived>::Scalar stan::math::sum ( const Eigen::DenseBase< Derived > &  v)
inline

Returns the sum of the coefficients of the specified Eigen Matrix, Array or expression.

Template Parameters
Derivedtype of argument
Parameters
vargument
Returns
Sum of coefficients of argument.

Definition at line 52 of file sum.hpp.

§ sum() [7/8]

var stan::math::sum ( const std::vector< var > &  m)
inline

Returns the sum of the entries of the specified vector.

Parameters
mVector.
Returns
Sum of vector entries.

Definition at line 57 of file sum.hpp.

§ sum() [8/8]

template<int R, int C>
var stan::math::sum ( const Eigen::Matrix< var, R, C > &  m)
inline

Returns the sum of the coefficients of the specified matrix, column vector or row vector.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
mSpecified matrix or vector.
Returns
Sum of coefficients of matrix.

Definition at line 98 of file sum.hpp.

§ system_error() [1/2]

void stan::math::system_error ( const char *  function,
const char *  name,
const int &  y,
const char *  msg1,
const char *  msg2 
)
inline

Throw a system error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing system errors. This will allow us to change the behavior for all functions at once. The message is: "<function>: <name> <msg1><y><msg2>"

Parameters
[in]functionName of the function.
[in]nameName of the variable.
[in]yError code.
[in]msg1Message to print before the variable.
[in]msg2Message to print after the variable.
Exceptions
std::system_errorAlways.

Definition at line 25 of file system_error.hpp.

§ system_error() [2/2]

void stan::math::system_error ( const char *  function,
const char *  name,
const int &  y,
const char *  msg1 
)
inline

Throw a system error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing system errors. This will allow us to change the behavior for all functions at once. The message is: * "<function>: <name> <msg1><y>"

Parameters
[in]functionName of the function.
[in]nameName of the variable.
[in]yError code.
[in]msg1Message to print before the variable.
Exceptions
std::system_errorAlways.

Definition at line 45 of file system_error.hpp.

§ tail() [1/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::tail ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  v,
size_t  n 
)
inline

Return the specified number of elements as a vector from the back of the specified vector.

Template Parameters
Ttype of elements in the vector
Parameters
vVector input.
nSize of return.
Returns
The last n elements of v.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 23 of file tail.hpp.

§ tail() [2/3]

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::tail ( const Eigen::Matrix< T, 1, Eigen::Dynamic > &  rv,
size_t  n 
)
inline

Return the specified number of elements as a row vector from the back of the specified row vector.

Template Parameters
Ttype of elements in the vector
Parameters
rvRow vector.
nSize of return row vector.
Returns
The last n elements of rv.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 42 of file tail.hpp.

§ tail() [3/3]

template<typename T >
std::vector<T> stan::math::tail ( const std::vector< T > &  sv,
size_t  n 
)

Return the specified number of elements as a standard vector from the back of the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
svStandard vector.
nSize of return.
Returns
The last n elements of sv.
Exceptions
std::out_of_rangeif n is out of range.

Definition at line 61 of file tail.hpp.

§ tan() [1/4]

template<typename T >
fvar<T> stan::math::tan ( const fvar< T > &  x)
inline

Definition at line 11 of file tan.hpp.

§ tan() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::tan ( const T &  x)
inline

Vectorized version of tan().

Template Parameters
Ttype of container
Parameters
xangles in radians
Returns
Tangent of each value in x.

Definition at line 34 of file tan.hpp.

§ tan() [3/4]

var stan::math::tan ( const var a)
inline

Return the tangent of a radian-scaled variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \tan x = \sec^2 x\).

\[ \mbox{tan}(x) = \begin{cases} \tan(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{tan}(x)}{\partial x} = \begin{cases} \sec^2(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable for radians of angle.
Returns
Tangent of variable.

Definition at line 46 of file tan.hpp.

§ tan() [4/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::tan ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of tan() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Tangent of each value in x.

Definition at line 47 of file tan.hpp.

§ tanh() [1/4]

template<typename T >
fvar<T> stan::math::tanh ( const fvar< T > &  x)
inline

Definition at line 12 of file tanh.hpp.

§ tanh() [2/4]

template<typename T , typename = require_not_eigen_vt<std::is_arithmetic, T>>
auto stan::math::tanh ( const T &  x)
inline

Vectorized version of tanh().

Template Parameters
Ttype of container
Parameters
xangles in radians
Returns
Hyperbolic tangent of each value in x.

Definition at line 34 of file tanh.hpp.

§ tanh() [3/4]

template<typename Derived , typename = require_eigen_vt<std::is_arithmetic, Derived>>
auto stan::math::tanh ( const Eigen::MatrixBase< Derived > &  x)
inline

Version of tanh() that accepts Eigen Matrix or matrix expressions.

Template Parameters
Derivedderived type of x
Parameters
xMatrix or matrix expression
Returns
Hyperbolic tangent of each value in x.

Definition at line 47 of file tanh.hpp.

§ tanh() [4/4]

var stan::math::tanh ( const var a)
inline

Return the hyperbolic tangent of the specified variable (cmath).

The derivative is defined by

\(\frac{d}{dx} \tanh x = \frac{1}{\cosh^2 x}\).

\[ \mbox{tanh}(x) = \begin{cases} \tanh(x) & \mbox{if } -\infty\leq x \leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{tanh}(x)}{\partial x} = \begin{cases} \mbox{sech}^2(x) & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aVariable.
Returns
Hyperbolic tangent of variable.

Definition at line 49 of file tanh.hpp.

§ tcrossprod() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, R> stan::math::tcrossprod ( const Eigen::Matrix< fvar< T >, R, C > &  m)
inline

Definition at line 12 of file tcrossprod.hpp.

§ tcrossprod() [2/3]

template<int R, int C>
Eigen::MatrixXd stan::math::tcrossprod ( const Eigen::Matrix< double, R, C > &  M)
inline

Returns the result of post-multiplying a matrix by its own transpose.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
MMatrix to multiply.
Returns
M times its transpose.

Definition at line 20 of file tcrossprod.hpp.

§ tcrossprod() [3/3]

template<int R, int C>
Eigen::Matrix<var, -1, -1> stan::math::tcrossprod ( const Eigen::Matrix< var, R, C > &  M)
inline

Returns the result of post-multiplying a matrix by its own transpose.

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
MMatrix to multiply.
Returns
M times its transpose.

Definition at line 25 of file tcrossprod.hpp.

§ tgamma() [1/4]

double stan::math::tgamma ( double  x)
inline

Return the gamma function applied to the specified argument.

Parameters
xArgument.
Returns
The gamma function applied to argument.

Definition at line 18 of file tgamma.hpp.

§ tgamma() [2/4]

template<typename T >
fvar<T> stan::math::tgamma ( const fvar< T > &  x)
inline

Return the result of applying the gamma function to the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
xArgument.
Returns
Gamma function applied to argument.

Definition at line 21 of file tgamma.hpp.

§ tgamma() [3/4]

template<typename T >
auto stan::math::tgamma ( const T &  x)
inline

Vectorized version of tgamma().

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
Gamma function applied to each value in x.
Exceptions
std::domain_errorif any value is 0 or a negative integer

Definition at line 49 of file tgamma.hpp.

§ tgamma() [4/4]

var stan::math::tgamma ( const var a)
inline

Return the Gamma function applied to the specified variable (C99).

The derivative with respect to the argument is

\(\frac{d}{dx} \Gamma(x) = \Gamma(x) \Psi^{(0)}(x)\)

where \(\Psi^{(0)}(x)\) is the digamma function.

\[ \mbox{tgamma}(x) = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \Gamma(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{tgamma}(x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \frac{\partial\, \Gamma(x)}{\partial x} & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Gamma(x)=\int_0^{\infty} u^{x - 1} \exp(-u) \, du \]

\[ \frac{\partial \, \Gamma(x)}{\partial x} = \Gamma(x)\Psi(x) \]

Parameters
aArgument to function.
Returns
The Gamma function applied to the specified argument.

Definition at line 56 of file tgamma.hpp.

§ throw_domain_error() [1/2]

template<typename T >
void stan::math::throw_domain_error ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1,
const char *  msg2 
)
inline

Throw a domain error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing domain errors. This will allow us to change the behavior for all functions at once. The message is: "<function>: <name> <msg1><y><msg2>"

Template Parameters
TType of variable.
Parameters
[in]functionName of the function.
[in]nameName of the variable.
[in]yVariable.
[in]msg1Message to print before the variable.
[in]msg2Message to print after the variable.
Exceptions
std::domain_errorAlways.

Definition at line 26 of file throw_domain_error.hpp.

§ throw_domain_error() [2/2]

template<typename T >
void stan::math::throw_domain_error ( const char *  function,
const char *  name,
const T &  y,
const char *  msg1 
)
inline

Throw a domain error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing domain errors. This will allow us to change the behavior for all functions at once. The message is: * "<function>: <name> <msg1><y>"

Template Parameters
TType of variable.
Parameters
[in]functionName of the function.
[in]nameName of the variable.
[in]yVariable.
[in]msg1Message to print before the variable.
Exceptions
std::domain_errorAlways.

Definition at line 49 of file throw_domain_error.hpp.

§ throw_domain_error_vec() [1/2]

template<typename T >
void stan::math::throw_domain_error_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg1,
const char *  msg2 
)
inline

Throw a domain error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing domain errors. This will allow us to change the behavior for all functions at once. The message is: "<function>: <name>[<i+error_index>] <msg1><y>" where error_index is the value of stan::error_index::value which indicates whether the message should be 0 or 1 indexed.

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
iIndex
msg1Message to print before the variable
msg2Message to print after the variable
Exceptions
std::domain_errorAlways.

Definition at line 30 of file throw_domain_error_vec.hpp.

§ throw_domain_error_vec() [2/2]

template<typename T >
void stan::math::throw_domain_error_vec ( const char *  function,
const char *  name,
const T &  y,
size_t  i,
const char *  msg 
)
inline

Throw a domain error with a consistently formatted message.

This is an abstraction for all Stan functions to use when throwing domain errors. This will allow us to change the behavior for all functions at once. The message is: "<function>: <name>[<i+error_index>] <msg1><y>" where error_index is the value of stan::error_index::value which indicates whether the message should be 0 or 1 indexed.

Template Parameters
TType of variable
Parameters
functionName of the function
nameName of the variable
yVariable
iIndex
msgMessage to print before the variable
Exceptions
std::domain_errorAlways

Definition at line 56 of file throw_domain_error_vec.hpp.

§ to_array_1d() [1/3]

template<typename T , int R, int C>
std::vector<T> stan::math::to_array_1d ( const Eigen::Matrix< T, R, C > &  matrix)
inline

Definition at line 15 of file to_array_1d.hpp.

§ to_array_1d() [2/3]

template<typename T >
std::vector<T> stan::math::to_array_1d ( const std::vector< T > &  x)
inline

Definition at line 27 of file to_array_1d.hpp.

§ to_array_1d() [3/3]

template<typename T >
std::vector<typename scalar_type<T>::type> stan::math::to_array_1d ( const std::vector< std::vector< T > > &  x)
inline

Definition at line 33 of file to_array_1d.hpp.

§ to_array_2d()

template<typename T >
std::vector<std::vector<T> > stan::math::to_array_2d ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  matrix)
inline

Definition at line 12 of file to_array_2d.hpp.

§ to_fvar() [1/11]

template<typename T >
fvar<T> stan::math::to_fvar ( const T &  x)
inline

Definition at line 14 of file to_fvar.hpp.

§ to_fvar() [2/11]

template<typename T >
const fvar<T>& stan::math::to_fvar ( const fvar< T > &  x)
inline

Specialization of to_fvar for const fvars.

Parameters
[in,out]xA forward automatic differentation variables.
Returns
The input forward automatic differentiation variables.

Definition at line 25 of file to_fvar.hpp.

§ to_fvar() [3/11]

template<typename T >
fvar<T>& stan::math::to_fvar ( fvar< T > &  x)
inline

Specialization of to_fvar for non-const fvars.

Parameters
[in,out]xA forward automatic differentation variables.
Returns
The input forward automatic differentiation variables.

Definition at line 36 of file to_fvar.hpp.

§ to_fvar() [4/11]

template<typename T >
std::vector<fvar<T> > stan::math::to_fvar ( const std::vector< T > &  v)
inline

Definition at line 41 of file to_fvar.hpp.

§ to_fvar() [5/11]

template<typename T >
std::vector<fvar<T> > stan::math::to_fvar ( const std::vector< T > &  v,
const std::vector< T > &  d 
)
inline

Definition at line 50 of file to_fvar.hpp.

§ to_fvar() [6/11]

template<typename T >
const std::vector<fvar<T> >& stan::math::to_fvar ( const std::vector< fvar< T >> &  v)
inline

Specialization of to_fvar for const fvar input.

Template Parameters
Tinner type of the fvar
Parameters
[in,out]vA vector of forward automatic differentiation variable.
Returns
The input vector of forward automatic differentiation variable.

Definition at line 67 of file to_fvar.hpp.

§ to_fvar() [7/11]

template<typename T >
std::vector<fvar<T> >& stan::math::to_fvar ( std::vector< fvar< T >> &  v)
inline

Specialization of to_fvar for non-const fvar input.

Template Parameters
Tinner type of the fvar
Parameters
[in,out]vA vector of forward automatic differentiation variable.
Returns
The input vector of forward automatic differentiation variable.

Definition at line 79 of file to_fvar.hpp.

§ to_fvar() [8/11]

template<typename T , int R, int C>
const Eigen::Matrix<T, R, C>& stan::math::to_fvar ( const Eigen::Matrix< T, R, C > &  m)
inline

Specialization of to_fvar for const matrices of fvars.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in,out]mA matrix of forward automatic differentation variables.
Returns
The input matrix of forward automatic differentiation variables.

Definition at line 94 of file to_fvar.hpp.

§ to_fvar() [9/11]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C>& stan::math::to_fvar ( Eigen::Matrix< T, R, C > &  m)
inline

Specialization of to_fvar for non-const matrices of fvars.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
[in,out]mA matrix of forward automatic differentation variables.
Returns
The input matrix of forward automatic differentiation variables.

Definition at line 109 of file to_fvar.hpp.

§ to_fvar() [10/11]

template<int R, int C>
Eigen::Matrix<fvar<double>, R, C> stan::math::to_fvar ( const Eigen::Matrix< double, R, C > &  m)
inline

Definition at line 114 of file to_fvar.hpp.

§ to_fvar() [11/11]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::to_fvar ( const Eigen::Matrix< T, R, C > &  val,
const Eigen::Matrix< T, R, C > &  deriv 
)
inline

Definition at line 124 of file to_fvar.hpp.

§ to_matrix() [1/8]

template<typename T , int R, int C>
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const Eigen::Matrix< T, R, C > &  x)
inline

Returns a matrix with dynamic dimensions constructed from an Eigen matrix which is either a row vector, column vector, or matrix.

The runtime dimensions will be the same as the input.

Template Parameters
Ttype of the elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xmatrix
Returns
the matrix representation of the input

Definition at line 25 of file to_matrix.hpp.

§ to_matrix() [2/8]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const std::vector< Eigen::Matrix< T, 1, Eigen::Dynamic > > &  x)
inline

Returns a matrix representation of a standard vector of Eigen row vectors with the same dimensions and indexing order.

Template Parameters
Ttype of the elements in the vector
Parameters
xEigen vector of vectors of scalar values
Returns
the matrix representation of the input

Definition at line 39 of file to_matrix.hpp.

§ to_matrix() [3/8]

template<typename T >
Eigen::Matrix<return_type_t<T, double>, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const std::vector< std::vector< T > > &  x)
inline

Returns a matrix representation of the standard vector of standard vectors with the same dimensions and indexing order.

Template Parameters
Ttype of elements in the vector
Parameters
xvector of vectors of scalar values
Returns
the matrix representation of the input

Definition at line 65 of file to_matrix.hpp.

§ to_matrix() [4/8]

template<typename T , int R, int C>
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const Eigen::Matrix< T, R, C > &  x,
int  m,
int  n 
)
inline

Returns a matrix representation of the vector in column-major order with the specified number of rows and columns.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xmatrix
mrows
ncolumns
Returns
Reshaped inputted matrix
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 98 of file to_matrix.hpp.

§ to_matrix() [5/8]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const std::vector< T > &  x,
int  m,
int  n 
)
inline

Returns a matrix representation of the vector in column-major order with the specified number of rows and columns.

Template Parameters
Ttype of elements in the vector
Parameters
xvector of values
mrows
ncolumns
Returns
the matrix representation of the input
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 120 of file to_matrix.hpp.

§ to_matrix() [6/8]

Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const std::vector< int > &  x,
int  m,
int  n 
)
inline

Returns a matrix representation of the vector in column-major order with the specified number of rows and columns.

Parameters
xvector of values
mrows
ncolumns
Returns
the matrix representation of the input
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 139 of file to_matrix.hpp.

§ to_matrix() [7/8]

template<typename T , int R, int C>
Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const Eigen::Matrix< T, R, C > &  x,
int  m,
int  n,
bool  col_major 
)
inline

Returns a matrix representation of the vector in column-major order with the specified number of rows and columns.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
xmatrix
mrows
ncolumns
col_majorcolumn-major indicator: if 1, output matrix is transversed in column-major order, if 0, output matrix is transversed in row-major order, otherwise function throws std::invalid_argument
Returns
Reshaped inputted matrix
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 171 of file to_matrix.hpp.

§ to_matrix() [8/8]

template<typename T >
Eigen::Matrix<return_type_t<T, double>, Eigen::Dynamic, Eigen::Dynamic> stan::math::to_matrix ( const std::vector< T > &  x,
int  m,
int  n,
bool  col_major 
)
inline

Returns a matrix representation of the vector in column-major order with the specified number of rows and columns.

Template Parameters
Ttype of elements in the vector
Parameters
xvector of values
mrows
ncolumns
col_majorcolumn-major indicator: if 1, output matrix is transversed in column-major order, if 0, output matrix is transversed in row-major order, otherwise function throws std::invalid_argument
Returns
the matrix representation of the input
Exceptions
<code>std::invalid_argument</code>if the sizes do not match

Definition at line 205 of file to_matrix.hpp.

§ to_matrix_cl()

template<typename T , int R, int C, require_var_t< T > ...>
matrix_cl<T> stan::math::to_matrix_cl ( const Eigen::Matrix< T, R, C > &  src)
inline

Copies the source Eigen matrix of vars to the destination matrix that is stored on the OpenCL device.

Template Parameters
RCompile time rows of the Eigen matrix
CCompile time columns of the Eigen matrix
Parameters
srcsource Eigen matrix
Returns
matrix_cl with a copy of the data in the source matrix

Definition at line 30 of file copy.hpp.

§ to_row_vector() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::to_row_vector ( const Eigen::Matrix< T, R, C > &  matrix)
inline

Definition at line 14 of file to_row_vector.hpp.

§ to_row_vector() [2/3]

template<typename T >
Eigen::Matrix<T, 1, Eigen::Dynamic> stan::math::to_row_vector ( const std::vector< T > &  vec)
inline

Definition at line 22 of file to_row_vector.hpp.

§ to_row_vector() [3/3]

Eigen::Matrix<double, 1, Eigen::Dynamic> stan::math::to_row_vector ( const std::vector< int > &  vec)
inline

Definition at line 28 of file to_row_vector.hpp.

§ to_var() [1/15]

var stan::math::to_var ( double  x)
inline

Converts argument to an automatic differentiation variable.

Returns a var variable with the input value.

Parameters
[in]xA scalar value
Returns
An automatic differentiation variable with the input value.

Definition at line 22 of file to_var.hpp.

§ to_var() [2/15]

var& stan::math::to_var ( var x)
inline

Specialization of to_var for non-const var input.

Parameters
[in,out]xAn automatic differentiation variable.
Returns
The input automatic differentiation variable.

Definition at line 30 of file to_var.hpp.

§ to_var() [3/15]

const var& stan::math::to_var ( const var x)
inline

Specialization of to_var for const var input.

Parameters
[in,out]xAn automatic differentiation variable.
Returns
The input automatic differentiation variable.

Definition at line 38 of file to_var.hpp.

§ to_var() [4/15]

std::vector<var> stan::math::to_var ( const std::vector< double > &  v)
inline

Converts argument to an automatic differentiation variable.

Returns a var variable with the input value.

Parameters
[in]vA std::vector<double>
Returns
A std::vector<var> with the values set

Definition at line 48 of file to_var.hpp.

§ to_var() [5/15]

const std::vector<var>& stan::math::to_var ( const std::vector< var > &  v)
inline

Specialization of to_var to for const input vector of var.

Returns a var variable from the input

Parameters
[in]vA std::vector<var>
Returns
The input std::vector<var>

Definition at line 64 of file to_var.hpp.

§ to_var() [6/15]

std::vector<var>& stan::math::to_var ( std::vector< var > &  v)
inline

Specialization of to_var to for non-const input vector of var.

Returns a var variable from the input

Parameters
[in]vA std::vector<var>
Returns
The input std::vector<var>

Definition at line 74 of file to_var.hpp.

§ to_var() [7/15]

matrix_v stan::math::to_var ( const matrix_d m)
inline

Converts argument to an automatic differentiation variable.

Returns a var variable with the input value.

Parameters
[in]mA Matrix with scalars
Returns
A Matrix with automatic differentiation variables

Definition at line 84 of file to_var.hpp.

§ to_var() [8/15]

matrix_v& stan::math::to_var ( matrix_v m)
inline

Specialization of to_var for non-const matrices of vars.

Parameters
[in,out]mA matrix of automatic differentation variables.
Returns
The input matrix of automatic differentiation variables.

Definition at line 95 of file to_var.hpp.

§ to_var() [9/15]

const matrix_v& stan::math::to_var ( const matrix_v m)
inline

Specialization of to_var for const matrices of vars.

Parameters
[in,out]mA matrix of automatic differentation variables.
Returns
The input matrix of automatic differentiation variables.

Definition at line 103 of file to_var.hpp.

§ to_var() [10/15]

vector_v stan::math::to_var ( const vector_d v)
inline

Converts argument to an automatic differentiation variable.

Returns a var variable with the input value.

Parameters
[in]vA Vector of scalars
Returns
A Vector of automatic differentiation variables with values of v

Definition at line 114 of file to_var.hpp.

§ to_var() [11/15]

const vector_v& stan::math::to_var ( const vector_v v)
inline

Specialization of to_var for const column vector of vars.

Parameters
[in,out]vA column vector of automatic differentation variables.
Returns
The input column vector of automatic differentiation variables.

Definition at line 125 of file to_var.hpp.

§ to_var() [12/15]

vector_v& stan::math::to_var ( vector_v v)
inline

Specialization of to_var for non-const column vector of vars.

Parameters
[in,out]vA column vector of automatic differentation variables.
Returns
The input column vector of automatic differentiation variables.

Definition at line 133 of file to_var.hpp.

§ to_var() [13/15]

row_vector_v stan::math::to_var ( const row_vector_d rv)
inline

Converts argument to an automatic differentiation variable.

Returns a var variable with the input value.

Parameters
[in]rvA row vector of scalars
Returns
A row vector of automatic differentation variables with values of rv.

Definition at line 144 of file to_var.hpp.

§ to_var() [14/15]

const row_vector_v& stan::math::to_var ( const row_vector_v rv)
inline

Specialization of to_var for const row vector of vars.

Parameters
[in,out]rvA column vector of automatic differentation variables.
Returns
The input row vector of automatic differentiation variables.

Definition at line 155 of file to_var.hpp.

§ to_var() [15/15]

row_vector_v& stan::math::to_var ( row_vector_v rv)
inline

Specialization of to_var for non-const row vector of vars.

Parameters
[in,out]rvA column vector of automatic differentation variables.
Returns
The input row vector of automatic differentiation variables.

Definition at line 163 of file to_var.hpp.

§ to_vector() [1/3]

template<typename T , int R, int C>
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::to_vector ( const Eigen::Matrix< T, R, C > &  matrix)
inline

Definition at line 14 of file to_vector.hpp.

§ to_vector() [2/3]

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::to_vector ( const std::vector< T > &  vec)
inline

Definition at line 22 of file to_vector.hpp.

§ to_vector() [3/3]

Eigen::Matrix<double, Eigen::Dynamic, 1> stan::math::to_vector ( const std::vector< int > &  vec)
inline

Definition at line 28 of file to_vector.hpp.

§ trace() [1/2]

template<typename T >
T stan::math::trace ( const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &  m)
inline

Returns the trace of the specified matrix.

The trace is defined as the sum of the elements on the diagonal. The matrix is not required to be square. Returns 0 if matrix is empty.

Template Parameters
Ttype of the elements in the matrix
Parameters
[in]mSpecified matrix.
Returns
Trace of the matrix.

Definition at line 20 of file trace.hpp.

§ trace() [2/2]

template<typename T >
T stan::math::trace ( const T &  m)
inline

Definition at line 25 of file trace.hpp.

§ trace_gen_inv_quad_form_ldlt() [1/2]

template<typename T1 , int R1, int C1, typename T2 , int R2, int C2, typename T3 , int R3, int C3, require_any_var_t< T1, T2, T3 > ...>
var stan::math::trace_gen_inv_quad_form_ldlt ( const Eigen::Matrix< T1, R1, C1 > &  D,
const LDLT_factor< T2, R2, C2 > &  A,
const Eigen::Matrix< T3, R3, C3 > &  B 
)
inline

Compute the trace of an inverse quadratic form premultiplied by a square matrix.

This computes trace(D B^T A^-1 B) where D is a square matrix and the LDLT_factor of A is provided.

Template Parameters
T1type of elements in the first matrix
R1number of rows, can be Eigen::Dynamic
C1number of columns, can be Eigen::Dynamic
T2type of elements in the LDLT_factor
R2number of rows in the LDLT_factor, can be Eigen::Dynamic
C2number of columns in the LDLT_factor, can be Eigen::Dynamic
T3type of elements in the second matrix
R3number of rows, can be Eigen::Dynamic
C3number of columns, can be Eigen::Dynamic
Parameters
Da square matrix
Aan LDLT_factor
Ba matrix
Returns
The trace of the inverse quadratic form.

Definition at line 37 of file trace_gen_inv_quad_form_ldlt.hpp.

§ trace_gen_inv_quad_form_ldlt() [2/2]

template<typename T1 , typename T2 , typename T3 , int R1, int C1, int R2, int C2, int R3, int C3, typename = require_all_not_var_t<T1, T2, T3>>
return_type_t<T1, T2, T3> stan::math::trace_gen_inv_quad_form_ldlt ( const Eigen::Matrix< T1, R1, C1 > &  D,
const LDLT_factor< T2, R2, C2 > &  A,
const Eigen::Matrix< T3, R3, C3 > &  B 
)
inline

Definition at line 41 of file trace_gen_inv_quad_form_ldlt.hpp.

§ trace_gen_quad_form() [1/3]

template<typename TD , int RD, int CD, typename TA , int RA, int CA, typename TB , int RB, int CB, typename = require_all_not_var_t<TD, TA, TB>>
return_type_t<TD, TA, TB> stan::math::trace_gen_quad_form ( const Eigen::Matrix< TD, RD, CD > &  D,
const Eigen::Matrix< TA, RA, CA > &  A,
const Eigen::Matrix< TB, RB, CB > &  B 
)
inline

Return the trace of D times the quadratic form of B and A.

That is, `trace_gen_quad_form(D, A, B) = trace(D * B' * A * B).`

Template Parameters
TDtype of elements in the first matrix
TAtype of elements in the second matrix
TBtype of elements in the third matrix
RDnumber of rows in the first matrix, can be Eigen::Dynamic
CDnumber of columns in the first matrix, can be Eigen::Dynamic
RAnumber of rows in the second matrix, can be Eigen::Dynamic
CAnumber of columns in the second matrix, can be Eigen::Dynamic
RBnumber of rows in the third matrix, can be Eigen::Dynamic
CBnumber of columns in the third matrix, can be Eigen::Dynamic
Parameters
Dmultiplier
Aoutside term in quadratic form
Binner term in quadratic form
Returns
trace(D * B' * A * B)
Exceptions
std::domain_errorif A or D is not square
std::domain_errorif A cannot be multiplied by B or B cannot be multiplied by D.

Definition at line 39 of file trace_gen_quad_form.hpp.

§ trace_gen_quad_form() [2/3]

template<int RD, int CD, int RA, int CA, typename TB , int RB, int CB>
double stan::math::trace_gen_quad_form ( const Eigen::Matrix< double, RD, CD > &  D,
const Eigen::Matrix< double, RA, CA > &  A,
const Eigen::Matrix< double, RB, CB > &  B 
)
inline

Return the trace of D times the quadratic form of B and A.

That is, `trace_gen_quad_form(D, A, B) = trace(D * B' * A * B).` This is the double-only overload to allow Eigen's expression templates to be used for efficiency.

Template Parameters
RDnumber of rows in the first matrix, can be Eigen::Dynamic
CDnumber of columns in the first matrix, can be Eigen::Dynamic
RAnumber of rows in the second matrix, can be Eigen::Dynamic
CAnumber of columns in the second matrix, can be Eigen::Dynamic
TBtype of elements in the third matrix
RBnumber of rows in the third matrix, can be Eigen::Dynamic
CBnumber of columns in the third matrix, can be Eigen::Dynamic
Parameters
Dmultiplier
Aoutside term in quadratic form
Binner term in quadratic form
Returns
trace(D * B' * A * B)
Exceptions
std::domain_errorif A or D is not square
std::domain_errorif A cannot be multiplied by B or B cannot be multiplied by D.

Definition at line 72 of file trace_gen_quad_form.hpp.

§ trace_gen_quad_form() [3/3]

template<typename Td , int Rd, int Cd, typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, typename = require_any_var_t<Td, Ta, Tb>>
var stan::math::trace_gen_quad_form ( const Eigen::Matrix< Td, Rd, Cd > &  D,
const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, Cb > &  B 
)
inline

Definition at line 90 of file trace_gen_quad_form.hpp.

§ trace_inv_quad_form_ldlt() [1/2]

template<typename T1 , typename T2 , int R2, int C2, int R3, int C3, typename = require_all_not_var_t<T1, T2>>
return_type_t<T1, T2> stan::math::trace_inv_quad_form_ldlt ( const LDLT_factor< T1, R2, C2 > &  A,
const Eigen::Matrix< T2, R3, C3 > &  B 
)
inline

Definition at line 33 of file trace_inv_quad_form_ldlt.hpp.

§ trace_inv_quad_form_ldlt() [2/2]

template<typename T2 , int R2, int C2, typename T3 , int R3, int C3, typename = require_any_var_t<T2, T3>>
return_type_t<T2, T3> stan::math::trace_inv_quad_form_ldlt ( const LDLT_factor< T2, R2, C2 > &  A,
const Eigen::Matrix< T3, R3, C3 > &  B 
)
inline

Compute the trace of an inverse quadratic form.

I.E., this computes trace(B^T A^-1 B) where the LDLT_factor of A is provided.

Template Parameters
T2type of elements in the LDLT_factor
R2number of rows, can be Eigen::Dynamic
C2number of columns, can be Eigen::Dynamic
T3type of elements in the second matrix
R3number of rows, can be Eigen::Dynamic
C3number of columns, can be Eigen::Dynamic
Parameters
Aan LDLT_factor
Ba matrix
Returns
The trace of the inverse quadratic form.

Definition at line 159 of file trace_inv_quad_form_ldlt.hpp.

§ trace_quad_form() [1/5]

template<int RA, int CA, int RB, int CB, typename T >
fvar<T> stan::math::trace_quad_form ( const Eigen::Matrix< fvar< T >, RA, CA > &  A,
const Eigen::Matrix< fvar< T >, RB, CB > &  B 
)
inline

Definition at line 15 of file trace_quad_form.hpp.

§ trace_quad_form() [2/5]

template<int RA, int CA, int RB, int CB, typename T >
fvar<T> stan::math::trace_quad_form ( const Eigen::Matrix< fvar< T >, RA, CA > &  A,
const Eigen::Matrix< double, RB, CB > &  B 
)
inline

Definition at line 23 of file trace_quad_form.hpp.

§ trace_quad_form() [3/5]

template<int RA, int CA, int RB, int CB>
double stan::math::trace_quad_form ( const Eigen::Matrix< double, RA, CA > &  A,
const Eigen::Matrix< double, RB, CB > &  B 
)
inline

Compute trace(B^T A B).

Template Parameters
RAnumber of rows in the first matrix, can be Eigen::Dynamic
CAnumber of columns in the first matrix, can be Eigen::Dynamic
RBnumber of rows in the second matrix, can be Eigen::Dynamic
CBnumber of columns in the second matrix, can be Eigen::Dynamic
Parameters
Amatrix
Bmatrix
Returns
The trace of B^T A B
Exceptions
std::domain_errorif A is not square
std::domain_errorif A cannot be multiplied by B

Definition at line 25 of file trace_quad_form.hpp.

§ trace_quad_form() [4/5]

template<int RA, int CA, int RB, int CB, typename T >
fvar<T> stan::math::trace_quad_form ( const Eigen::Matrix< double, RA, CA > &  A,
const Eigen::Matrix< fvar< T >, RB, CB > &  B 
)
inline

Definition at line 31 of file trace_quad_form.hpp.

§ trace_quad_form() [5/5]

template<typename Ta , int Ra, int Ca, typename Tb , int Rb, int Cb, typename = require_any_var_t<Ta, Tb>>
return_type_t<Ta, Tb> stan::math::trace_quad_form ( const Eigen::Matrix< Ta, Ra, Ca > &  A,
const Eigen::Matrix< Tb, Rb, Cb > &  B 
)
inline

Definition at line 78 of file trace_quad_form.hpp.

§ transpose()

template<typename T , int R, int C>
Eigen::Matrix<T, C, R> stan::math::transpose ( const Eigen::Matrix< T, R, C > &  m)
inline

Definition at line 10 of file transpose.hpp.

§ trigamma() [1/5]

template<typename T >
fvar<T> stan::math::trigamma ( const fvar< T > &  u)
inline

Return the value of the trigamma function at the specified argument (i.e., the second derivative of the log Gamma function at the specified argument).

Template Parameters
Tinner type of the fvar
Parameters
uargument
Returns
trigamma function at argument

Definition at line 21 of file trigamma.hpp.

§ trigamma() [2/5]

var stan::math::trigamma ( const var u)
inline

Return the value of the trigamma function at the specified argument (i.e., the second derivative of the log Gamma function at the specified argument).

Parameters
uargument
Returns
trigamma function at argument

Definition at line 23 of file trigamma.hpp.

§ trigamma() [3/5]

double stan::math::trigamma ( double  u)
inline

Return the second derivative of the log Gamma function evaluated at the specified argument.

\[ \mbox{trigamma}(x) = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \Psi_1(x) & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{trigamma}(x)}{\partial x} = \begin{cases} \textrm{error} & \mbox{if } x\in \{\dots, -3, -2, -1, 0\}\\ \frac{\partial\, \Psi_1(x)}{\partial x} & \mbox{if } x\not\in \{\dots, -3, -2, -1, 0\}\\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \Psi_1(x)=\sum_{n=0}^\infty \frac{1}{(x+n)^2} \]

\[ \frac{\partial \, \Psi_1(x)}{\partial x} = -2\sum_{n=0}^\infty \frac{1}{(x+n)^3} \]

Parameters
[in]uargument
Returns
second derivative of log Gamma function at argument

Definition at line 116 of file trigamma.hpp.

§ trigamma() [4/5]

double stan::math::trigamma ( int  u)
inline

Return the second derivative of the log Gamma function evaluated at the specified argument.

Parameters
[in]uargument
Returns
second derivative of log Gamma function at argument

Definition at line 125 of file trigamma.hpp.

§ trigamma() [5/5]

template<typename T >
auto stan::math::trigamma ( const T &  x)
inline

Return the elementwise application of trigamma() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise trigamma of container elements

Definition at line 156 of file trigamma.hpp.

§ trigamma_impl()

template<typename T >
T stan::math::trigamma_impl ( const T &  x)
inline

Return the trigamma function applied to the argument.

The trigamma function returns the second derivative of the log Gamma function evaluated at the specified argument. This base templated version is used in prim, fwd, and rev implementations.

Template Parameters
Tscalar argument type
Parameters
xargument
Returns
second derivative of log Gamma function at argument

Definition at line 33 of file trigamma.hpp.

§ trunc() [1/5]

double stan::math::trunc ( double  x)
inline

Return the nearest integral value that is not larger in magnitude than the specified argument.

Parameters
[in]xArgument.
Returns
The truncated argument.

Definition at line 17 of file trunc.hpp.

§ trunc() [2/5]

template<typename T >
fvar<T> stan::math::trunc ( const fvar< T > &  x)
inline

Return the nearest integral value that is not larger in magnitude than the specified argument.

Template Parameters
Tinner type of the fvar
Parameters
[in]xArgument.
Returns
The truncated argument.

Definition at line 20 of file trunc.hpp.

§ trunc() [3/5]

double stan::math::trunc ( int  x)
inline

Return the nearest integral value that is not larger in magnitude than the specified argument.

Parameters
[in]xArgument.
Returns
The truncated argument.

Definition at line 26 of file trunc.hpp.

§ trunc() [4/5]

var stan::math::trunc ( const var a)
inline

Returns the truncatation of the specified variable (C99).

See trunc() for the double-based version.

The derivative is zero everywhere but at integer values, so for convenience the derivative is defined to be everywhere zero,

\(\frac{d}{dx} \mbox{trunc}(x) = 0\).

\[ \mbox{trunc}(x) = \begin{cases} \lfloor x \rfloor & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

\[ \frac{\partial\, \mbox{trunc}(x)}{\partial x} = \begin{cases} 0 & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]

Parameters
aSpecified variable.
Returns
Truncation of the variable.

Definition at line 55 of file trunc.hpp.

§ trunc() [5/5]

template<typename T >
auto stan::math::trunc ( const T &  x)
inline

Return the elementwise application of trunc() to specified argument container.

The return type promotes the underlying scalar argument type to double if it is an integer, and otherwise is the argument type.

Template Parameters
Ttype of container
Parameters
xcontainer
Returns
elementwise trunc of container elements

Definition at line 57 of file trunc.hpp.

§ ub_constrain() [1/2]

template<typename T , typename U >
return_type_t<T, U> stan::math::ub_constrain ( const T &  x,
const U &  ub 
)
inline

Return the upper-bounded value for the specified unconstrained scalar and upper bound.

The transform is

\(f(x) = U - \exp(x)\)

where \(U\) is the upper bound.

If the upper bound is positive infinity, this function reduces to identity_constrain(x).

Template Parameters
Ttype of scalar
Utype of upper bound
Parameters
[in]xfree scalar.
[in]ubupper bound
Returns
scalar constrained to have upper bound

Definition at line 32 of file ub_constrain.hpp.

§ ub_constrain() [2/2]

template<typename T , typename U >
return_type_t<T, U> stan::math::ub_constrain ( const T &  x,
const U &  ub,
T &  lp 
)
inline

Return the upper-bounded value for the specified unconstrained scalar and upper bound and increment the specified log probability reference with the log absolute Jacobian determinant of the transform.

The transform is as specified for ub_constrain(T, double). The log absolute Jacobian determinant is

\( \log | \frac{d}{dx} -\mbox{exp}(x) + U | = \log | -\mbox{exp}(x) + 0 | = x\).

If the upper bound is positive infinity, this function reduces to identity_constrain(x, lp).

Template Parameters
Ttype of scalar
Utype of upper bound
Parameters
[in]xfree scalar.
[in]ubupper bound
[in,out]lplog density
Returns
scalar constrained to have upper bound

Definition at line 64 of file ub_constrain.hpp.

§ ub_free()

template<typename T , typename U >
return_type_t<T, U> stan::math::ub_free ( const T &  y,
const U &  ub 
)
inline

Return the free scalar that corresponds to the specified upper-bounded value with respect to the specified upper bound.

The transform is the reverse of the ub_constrain(T, double) transform,

\(f^{-1}(y) = \log -(y - U)\)

where \(U\) is the upper bound.

If the upper bound is positive infinity, this function reduces to identity_free(y).

Template Parameters
Ttype of scalar
Utype of upper bound
Parameters
yconstrained scalar with specified upper bound
ubupper bound
Returns
unconstrained scalar with respect to upper bound
Exceptions
std::invalid_argumentif constrained scalar is greater than the upper bound.

Definition at line 36 of file ub_free.hpp.

§ uniform_cdf()

template<typename T_y , typename T_low , typename T_high >
return_type_t<T_y, T_low, T_high> stan::math::uniform_cdf ( const T_y &  y,
const T_low &  alpha,
const T_high &  beta 
)

Definition at line 13 of file uniform_cdf.hpp.

§ uniform_lccdf()

template<typename T_y , typename T_low , typename T_high >
return_type_t<T_y, T_low, T_high> stan::math::uniform_lccdf ( const T_y &  y,
const T_low &  alpha,
const T_high &  beta 
)

Definition at line 15 of file uniform_lccdf.hpp.

§ uniform_lcdf()

template<typename T_y , typename T_low , typename T_high >
return_type_t<T_y, T_low, T_high> stan::math::uniform_lcdf ( const T_y &  y,
const T_low &  alpha,
const T_high &  beta 
)

Definition at line 15 of file uniform_lcdf.hpp.

§ uniform_lpdf()

template<typename T_y , typename T_low , typename T_high >
return_type_t<T_y, T_low, T_high> stan::math::uniform_lpdf ( const T_y &  y,
const T_low &  alpha,
const T_high &  beta 
)
inline

Definition at line 110 of file uniform_lpdf.hpp.

§ uniform_simplex()

Eigen::VectorXd stan::math::uniform_simplex ( int  K)
inline

Return a uniform simplex of size K.

Parameters
Ksize of the simplex
Returns
A vector of size K with all elements initialised to 1 / K, so that their sum is equal to 1.
Exceptions
std::domain_errorif K is not positive.

Definition at line 18 of file uniform_simplex.hpp.

§ unit_vector_constrain() [1/6]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< fvar< T >, R, C > &  y)
inline

Definition at line 20 of file unit_vector_constrain.hpp.

§ unit_vector_constrain() [2/6]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< T, R, C > &  y)

Return the unit length vector corresponding to the free vector y.

See the Wikipedia page on generating random points on an N-sphere.

Template Parameters
Ttype of elements in the vector
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
yvector of K unrestricted variables
Returns
Unit length vector of dimension K

Definition at line 26 of file unit_vector_constrain.hpp.

§ unit_vector_constrain() [3/6]

template<typename T , int R, int C>
Eigen::Matrix<T, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< T, R, C > &  y,
T &  lp 
)

Return the unit length vector corresponding to the free vector y.

See https://en.wikipedia.org/wiki/N-sphere#Generating_random_points

Template Parameters
Ttype of elements in the vector
Rnumber of rows in the matrix, can be Eigen::Dynamic
Cnumber of columns in the matrix, can be Eigen::Dynamic
Parameters
yvector of K unrestricted variables
Returns
Unit length vector of dimension K
Parameters
lpLog probability reference to increment.

Definition at line 48 of file unit_vector_constrain.hpp.

§ unit_vector_constrain() [4/6]

template<typename T , int R, int C>
Eigen::Matrix<fvar<T>, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< fvar< T >, R, C > &  y,
fvar< T > &  lp 
)
inline

Definition at line 52 of file unit_vector_constrain.hpp.

§ unit_vector_constrain() [5/6]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< var, R, C > &  y)

Return the unit length vector corresponding to the free vector y.

See https://en.wikipedia.org/wiki/N-sphere#Generating_random_points

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
yvector of K unrestricted variables
Returns
Unit length vector of dimension K

Definition at line 56 of file unit_vector_constrain.hpp.

§ unit_vector_constrain() [6/6]

template<int R, int C>
Eigen::Matrix<var, R, C> stan::math::unit_vector_constrain ( const Eigen::Matrix< var, R, C > &  y,
var lp 
)

Return the unit length vector corresponding to the free vector y.

See https://en.wikipedia.org/wiki/N-sphere#Generating_random_points

Template Parameters
Rnumber of rows, can be Eigen::Dynamic
Cnumber of columns, can be Eigen::Dynamic
Parameters
yvector of K unrestricted variables
Returns
Unit length vector of dimension K
Parameters
lpLog probability reference to increment.

Definition at line 92 of file unit_vector_constrain.hpp.

§ unit_vector_free()

template<typename T >
Eigen::Matrix<T, Eigen::Dynamic, 1> stan::math::unit_vector_free ( const Eigen::Matrix< T, Eigen::Dynamic, 1 > &  x)

Transformation of a unit length vector to a "free" vector However, we are just fixing the unidentified radius to 1.

Thus, the transformation is just the identity

Template Parameters
Ttype of elements in the vector
Parameters
xunit vector of dimension K
Returns
Unit vector of dimension K considered "free"

Definition at line 22 of file unit_vector_free.hpp.

§ validate_non_negative_index()

void stan::math::validate_non_negative_index ( const char *  var_name,
const char *  expr,
int  val 
)
inline

Definition at line 12 of file validate_non_negative_index.hpp.

§ value_of() [1/10]

template<typename T >
T stan::math::value_of ( const fvar< T > &  v)
inline

Return the value of the specified variable.

Template Parameters
Tinner type of the fvar
Parameters
vVariable.
Returns
Value of variable.

Definition at line 18 of file value_of.hpp.

§ value_of() [2/10]

double stan::math::value_of ( const var v)
inline

Return the value of the specified variable.

This function is used internally by autodiff functions along with value_of(T x) to extract the double value of either a scalar or an autodiff variable. This function will be called when the argument is a var even if the function is not referred to by namespace because of argument-dependent lookup.

Parameters
vVariable.
Returns
Value of variable.

Definition at line 23 of file value_of.hpp.

§ value_of() [3/10]

template<typename T >
double stan::math::value_of ( const T  x)
inline

Return the value of the specified scalar argument converted to a double value.

See the primitive_value function to extract values without casting to double.

This function is meant to cover the primitive types. For types requiring pass-by-reference, this template function should be specialized.

Template Parameters
Ttype of scalar.
Parameters
xscalar to convert to double
Returns
value of scalar cast to double

Definition at line 28 of file value_of.hpp.

§ value_of() [4/10]

int stan::math::value_of ( int  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xvalue
Returns
input value

Definition at line 59 of file value_of.hpp.

§ value_of() [5/10]

template<typename T >
std::vector<typename child_type<T>::type> stan::math::value_of ( const std::vector< T > &  x)
inline

Convert a std::vector of type T to a std::vector of child_type<T>::type.

Template Parameters
TScalar type in std::vector
Parameters
[in]xstd::vector to be converted
Returns
std::vector of values

Definition at line 70 of file value_of.hpp.

§ value_of() [6/10]

const std::vector<double>& stan::math::value_of ( const std::vector< double > &  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xSpecified std::vector.
Returns
Specified std::vector.

Definition at line 91 of file value_of.hpp.

§ value_of() [7/10]

const std::vector<int>& stan::math::value_of ( const std::vector< int > &  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xSpecified std::vector.
Returns
Specified std::vector.

Definition at line 106 of file value_of.hpp.

§ value_of() [8/10]

template<typename T , int R, int C>
Eigen::Matrix<typename child_type<T>::type, R, C> stan::math::value_of ( const Eigen::Matrix< T, R, C > &  M)
inline

Convert a matrix of type T to a matrix of doubles.

T must implement value_of. See test/math/fwd/fun/value_of.cpp for fvar and var usage.

Template Parameters
Ttype of elements in the matrix
Rnumber of rows in the matrix, can be Eigen::Dynamic
Cnumber of columns in the matrix, can be Eigen::Dynamic
Parameters
[in]MMatrix to be converted
Returns
Matrix of values

Definition at line 122 of file value_of.hpp.

§ value_of() [9/10]

template<int R, int C>
const Eigen::Matrix<double, R, C>& stan::math::value_of ( const Eigen::Matrix< double, R, C > &  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Template Parameters
Rnumber of rows in the matrix, can be Eigen::Dynamic
Cnumber of columns in the matrix, can be Eigen::Dynamic
Parameters
xSpecified matrix.
Returns
Specified matrix.

Definition at line 148 of file value_of.hpp.

§ value_of() [10/10]

template<int R, int C>
const Eigen::Matrix<int, R, C>& stan::math::value_of ( const Eigen::Matrix< int, R, C > &  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Template Parameters
Rnumber of rows in the matrix, can be Eigen::Dynamic
Cnumber of columns in the matrix, can be Eigen::Dynamic
Parameters
xSpecified matrix.
Returns
Specified matrix.

Definition at line 168 of file value_of.hpp.

§ value_of< double >()

template<>
double stan::math::value_of< double > ( double  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xvalue
Returns
input value

Definition at line 44 of file value_of.hpp.

§ value_of_rec() [1/8]

double stan::math::value_of_rec ( const var v)
inline

Return the value of the specified variable.

Parameters
vVariable.
Returns
Value of variable.

Definition at line 17 of file value_of_rec.hpp.

§ value_of_rec() [2/8]

template<typename T >
double stan::math::value_of_rec ( const fvar< T > &  v)
inline

Return the value of the specified variable.

Template Parameters
Tinner type of the fvar, must implement value_of_rec
Parameters
vVariable.
Returns
Value of variable.

Definition at line 20 of file value_of_rec.hpp.

§ value_of_rec() [3/8]

template<typename T , typename = require_stan_scalar_t<T>>
double stan::math::value_of_rec ( const T  x)
inline

Return the value of the specified scalar argument converted to a double value.

See the primitive_value function to extract values without casting to double.

This function is meant to cover the primitive types. For types requiring pass-by-reference, this template function should be specialized.

Template Parameters
TType of scalar.
Parameters
xScalar to convert to double.
Returns
Value of scalar cast to a double.

Definition at line 28 of file value_of_rec.hpp.

§ value_of_rec() [4/8]

double stan::math::value_of_rec ( double  x)
inline

Return the specified argument.

See value_of(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xSpecified value.
Returns
Specified value.

Definition at line 43 of file value_of_rec.hpp.

§ value_of_rec() [5/8]

template<typename T >
std::vector<double> stan::math::value_of_rec ( const std::vector< T > &  x)
inline

Convert a std::vector of type T to a std::vector of doubles.

T must implement value_of_rec. See test/math/fwd/fun/value_of_rec.cpp for fvar and var usage.

Template Parameters
TScalar type in std::vector
Parameters
[in]xstd::vector to be converted
Returns
std::vector of values

Definition at line 56 of file value_of_rec.hpp.

§ value_of_rec() [6/8]

const std::vector<double>& stan::math::value_of_rec ( const std::vector< double > &  x)
inline

Return the specified argument.

See value_of_rec(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Parameters
xSpecified std::vector.
Returns
Specified std::vector.

Definition at line 76 of file value_of_rec.hpp.

§ value_of_rec() [7/8]

template<typename T , typename = require_not_same_st<T, double>, typename = require_eigen_t<T>>
auto stan::math::value_of_rec ( const T &  M)
inline

Convert a matrix of type T to a matrix of doubles.

T must implement value_of_rec. See test/unit/math/fwd/fun/value_of_test.cpp for fvar and var usage.

Template Parameters
TType of matrix
Parameters
[in]MMatrix to be converted
Returns
Matrix of values

Definition at line 92 of file value_of_rec.hpp.

§ value_of_rec() [8/8]

template<typename T , typename = require_same_st<T, double>, typename = require_eigen_t<T>>
const T& stan::math::value_of_rec ( const T &  x)
inline

Return the specified argument.

See value_of_rec(T) for a polymorphic implementation using static casts.

This inline pass-through no-op should be compiled away.

Template Parameters
TType of matrix.
Parameters
xSpecified matrix.
Returns
Specified matrix.

Definition at line 110 of file value_of_rec.hpp.

§ variance() [1/4]

template<typename T >
return_type_t<T> stan::math::variance ( const std::vector< T > &  v)
inline

Returns the sample variance (divide by length - 1) of the coefficients in the specified standard vector.

Template Parameters
Ttype of elements in the vector
Parameters
vspecified vector
Returns
sample variance of vector
Exceptions
<code>std::invalid_argument</code>if the vector has size zero

Definition at line 22 of file variance.hpp.

§ variance() [2/4]

var stan::math::variance ( const std::vector< var > &  v)
inline

Return the sample variance of the specified standard vector.

Raise domain error if size is not greater than zero.

Parameters
[in]va vector
Returns
sample variance of specified vector

Definition at line 41 of file variance.hpp.

§ variance() [3/4]

template<typename T , int R, int C>
return_type_t<T> stan::math::variance ( const Eigen::Matrix< T, R, C > &  m)
inline

Returns the sample variance (divide by length - 1) of the coefficients in the specified matrix.

Template Parameters
Ttype of elements in the vector
Rnumber of rows in the matrix, can be Eigen::Dynamic
Cnumber of columns in the matrix, can be Eigen::Dynamic
Parameters
mmatrix
Returns
sample variance of coefficients
Exceptions
<code>std::invalid_argument</code>if the matrix has size zero

Definition at line 49 of file variance.hpp.

§ variance() [4/4]

template<int R, int C>
var stan::math::variance ( const Eigen::Matrix< var, R, C > &  m)

Definition at line 60 of file variance.hpp.

§ vec_concat() [1/2]

template<typename T >
const std::vector<T>& stan::math::vec_concat ( const std::vector< T > &  v1)
inline

Ends the recursion to extract the event stack.

Parameters
v1Events on the OpenCL event stack.
Returns
returns input vector.

Definition at line 17 of file vec_concat.hpp.

§ vec_concat() [2/2]

template<typename T , typename... Args>
const std::vector<T> stan::math::vec_concat ( const std::vector< T > &  v1,
const Args...  args 
)
inline

Get the event stack from a vector of events and other arguments.

Template Parameters
Ttype of elements in the array
Argstypes for variadic arguments
Parameters
v1event stack to roll up
argsvariadic arguments passed down to the next recursion
Returns
Vector of OpenCL events

Definition at line 31 of file vec_concat.hpp.

§ von_mises_lpdf() [1/2]

template<bool propto, typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::von_mises_lpdf ( T_y const &  y,
T_loc const &  mu,
T_scale const &  kappa 
)

Definition at line 17 of file von_mises_lpdf.hpp.

§ von_mises_lpdf() [2/2]

template<typename T_y , typename T_loc , typename T_scale >
return_type_t<T_y, T_loc, T_scale> stan::math::von_mises_lpdf ( T_y const &  y,
T_loc const &  mu,
T_scale const &  kappa 
)
inline

Definition at line 110 of file von_mises_lpdf.hpp.

§ weibull_lpdf()

template<typename T_y , typename T_shape , typename T_scale >
return_type_t<T_y, T_shape, T_scale> stan::math::weibull_lpdf ( const T_y &  y,
const T_shape &  alpha,
const T_scale &  sigma 
)
inline

Definition at line 140 of file weibull_lpdf.hpp.

§ wiener_lpdf()

template<typename T_y , typename T_alpha , typename T_tau , typename T_beta , typename T_delta >
return_type_t<T_y, T_alpha, T_tau, T_beta, T_delta> stan::math::wiener_lpdf ( const T_y &  y,
const T_alpha &  alpha,
const T_tau &  tau,
const T_beta &  beta,
const T_delta &  delta 
)
inline

Definition at line 197 of file wiener_lpdf.hpp.

§ wishart_lpdf()

template<typename T_y , typename T_dof , typename T_scale >
return_type_t<T_y, T_dof, T_scale> stan::math::wishart_lpdf ( const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &  W,
const T_dof &  nu,
const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &  S 
)
inline

Definition at line 96 of file wishart_lpdf.hpp.

§ wishart_rng()

template<class RNG >
Eigen::MatrixXd stan::math::wishart_rng ( double  nu,
const Eigen::MatrixXd &  S,
RNG &  rng 
)
inline

Definition at line 15 of file wishart_rng.hpp.

§ zeros_array()

std::vector<double> stan::math::zeros_array ( int  K)
inline

Return an array of zeros.

Parameters
Ksize of the array
Returns
an array of size K with all elements initialised to 0.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file zeros_array.hpp.

§ zeros_int_array()

std::vector<int> stan::math::zeros_int_array ( int  K)
inline

Return an integer array of zeros.

Parameters
Ksize of the array
Returns
an integer array of size K with all elements initialised to 0.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file zeros_int_array.hpp.

§ zeros_row_vector()

Eigen::RowVectorXd stan::math::zeros_row_vector ( int  K)
inline

Return a row vector of zeros.

Parameters
Ksize of the row vector
Returns
A row vector of size K with all elements initialised to 0.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file zeros_row_vector.hpp.

§ zeros_vector()

Eigen::VectorXd stan::math::zeros_vector ( int  K)
inline

Return a vector of zeros.

Parameters
Ksize of the vector
Returns
A vector of size K with all elements initialised to 0.
Exceptions
std::domain_errorif K is negative.

Definition at line 17 of file zeros_vector.hpp.

Variable Documentation

§ CONSTRAINT_TOLERANCE

const double stan::math::CONSTRAINT_TOLERANCE = 1E-8

The tolerance for checking arithmetic bounds in rank and in simplexes.

The default value is 1E-8.

Definition at line 12 of file constraint_tolerance.hpp.

§ EPSILON

const double stan::math::EPSILON = std::numeric_limits<double>::epsilon()

Smallest positive value.

Definition at line 32 of file constants.hpp.

§ HALF_LOG_TWO

const double stan::math::HALF_LOG_TWO = 0.5 * LOG_TWO

The value of half the natural logarithm 2, \( \log(2) / 2 \).

Definition at line 161 of file constants.hpp.

§ HALF_LOG_TWO_PI

const double stan::math::HALF_LOG_TWO_PI = 0.5 * LOG_TWO_PI

The value of half the natural logarithm \( 2\pi \), \( \log(2\pi) / 2 \).

Definition at line 167 of file constants.hpp.

§ INFTY

const double stan::math::INFTY = std::numeric_limits<double>::infinity()

Positive infinity.

Definition at line 37 of file constants.hpp.

§ INV_SQRT_PI

const double stan::math::INV_SQRT_PI = inv(SQRT_PI)

The value of 1 over the square root of \( \pi \), \( 1 / \sqrt{\pi} \).

Definition at line 143 of file constants.hpp.

§ INV_SQRT_TWO

const double stan::math::INV_SQRT_TWO = inv(SQRT_TWO)

The value of 1 over the square root of 2, \( 1 / \sqrt{2} \).

Definition at line 137 of file constants.hpp.

§ INV_SQRT_TWO_PI

const double stan::math::INV_SQRT_TWO_PI = inv(SQRT_TWO_PI)

The value of 1 over the square root of \( 2\pi \), \( 1 / \sqrt{2\pi} \).

Definition at line 149 of file constants.hpp.

§ lgamma_stirling_diff_useful

constexpr double stan::math::lgamma_stirling_diff_useful = 10

Definition at line 17 of file lgamma_stirling_diff.hpp.

§ LOG_EPSILON

const double stan::math::LOG_EPSILON = std::log(EPSILON)

The natural logarithm of machine precision \( \epsilon \), \( \log \epsilon \).

Definition at line 65 of file constants.hpp.

§ LOG_HALF

const double stan::math::LOG_HALF = std::log(0.5)

The natural logarithm of 0.5, \( \log 0.5 \).

Definition at line 77 of file constants.hpp.

§ LOG_PI

const double stan::math::LOG_PI = std::log(pi())

The natural logarithm of \( \pi \), \( \log \pi \).

Definition at line 71 of file constants.hpp.

§ LOG_PI_OVER_FOUR

const double stan::math::LOG_PI_OVER_FOUR = 0.25 * LOG_PI

The value of one quarter the natural logarithm of \( \pi \), \( \log(\pi) / 4 \).

Definition at line 95 of file constants.hpp.

§ LOG_SQRT_PI

const double stan::math::LOG_SQRT_PI = std::log(std::sqrt(pi()))

The natural logarithm of the square root of \( \pi \), \( \log(sqrt{\pi}) \).

Definition at line 101 of file constants.hpp.

§ LOG_TEN

const double stan::math::LOG_TEN = std::log(10.0)

The natural logarithm of 10, \( \log 10 \).

Definition at line 107 of file constants.hpp.

§ LOG_TWO

const double stan::math::LOG_TWO = std::log(2.0)

The natural logarithm of 2, \( \log 2 \).

Definition at line 83 of file constants.hpp.

§ LOG_TWO_PI

const double stan::math::LOG_TWO_PI = LOG_TWO + LOG_PI

The natural logarithm of 2 plus the natural logarithm of \( \pi \), \( \log(2\pi) \).

Definition at line 89 of file constants.hpp.

§ LOG_ZERO

const double stan::math::LOG_ZERO = std::log(0.0)

The natural logarithm of 0, \( \log 0 \).

Definition at line 59 of file constants.hpp.

§ MAJOR_VERSION

const std::string stan::math::MAJOR_VERSION = STAN_STRING(STAN_MATH_MAJOR)

Major version number for Stan math library.

Definition at line 22 of file version.hpp.

§ MINOR_VERSION

const std::string stan::math::MINOR_VERSION = STAN_STRING(STAN_MATH_MINOR)

Minor version number for Stan math library.

Definition at line 25 of file version.hpp.

§ NEG_LOG_SQRT_TWO_PI

const double stan::math::NEG_LOG_SQRT_TWO_PI = -std::log(SQRT_TWO_PI)

The value of minus the natural logarithm of the square root of \( 2\pi \), \( -\log(\sqrt{2\pi}) \).

Definition at line 173 of file constants.hpp.

§ NEGATIVE_INFTY

const double stan::math::NEGATIVE_INFTY = -INFTY

Negative infinity.

Definition at line 42 of file constants.hpp.

§ NOT_A_NUMBER

const double stan::math::NOT_A_NUMBER = std::numeric_limits<double>::quiet_NaN()

(Quiet) not-a-number value.

Definition at line 47 of file constants.hpp.

§ opencl_context

§ PATCH_VERSION

const std::string stan::math::PATCH_VERSION = STAN_STRING(STAN_MATH_PATCH)

Patch version for Stan math library.

Definition at line 28 of file version.hpp.

§ POISSON_MAX_RATE

const double stan::math::POISSON_MAX_RATE = std::pow(2.0, 30)

Largest rate parameter allowed in Poisson RNG.

Definition at line 178 of file constants.hpp.

§ SQRT_PI

const double stan::math::SQRT_PI = std::sqrt(pi())

The value of the square root of \( \pi \), \( \sqrt{\pi} \).

Definition at line 119 of file constants.hpp.

§ SQRT_TWO

const double stan::math::SQRT_TWO = std::sqrt(2.0)

The value of the square root of 2, \( \sqrt{2} \).

Definition at line 113 of file constants.hpp.

§ SQRT_TWO_OVER_SQRT_PI

const double stan::math::SQRT_TWO_OVER_SQRT_PI = SQRT_TWO / SQRT_PI

The square root of 2 divided by the square root of \( \pi \), \( \sqrt{2} / \sqrt{\pi} \).

Definition at line 131 of file constants.hpp.

§ SQRT_TWO_PI

const double stan::math::SQRT_TWO_PI = std::sqrt(TWO_PI)

The value of the square root of \( 2\pi \), \( \sqrt{2\pi} \).

Definition at line 125 of file constants.hpp.

§ TWO_OVER_SQRT_PI

const double stan::math::TWO_OVER_SQRT_PI = 2.0 / SQRT_PI

The value of 2 over the square root of \( \pi \), \( 2 / \sqrt{\pi} \).

Definition at line 155 of file constants.hpp.

§ TWO_PI

const double stan::math::TWO_PI = 2.0 * pi()

Twice the value of \( \pi \), \( 2\pi \).

Definition at line 53 of file constants.hpp.